CBOE China ETF Volatility Index

CBOE Emerging Market Markets Volatility Index

HSI Volatility Index

CBOE EFA ETF Volatility Index

How illiquidity evolves over time

{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	1.0000	0.36
α ARCH Response to squared shocks	0.2231	8.81***
β GARCH Volatility persistence	0.5774	9.42***
γ leverage Additional response to negative shocks	0.1232	2.69***
δ power Transformation power	0.7186	0.62

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Shenzhen Zhaowei Machinery & Electronic Co Ltd Asy. Power MEM Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other Shenzhen Zhaowei Machinery & Electronic Co Ltd Analyses