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CBOE Emerging Market Markets Volatility Index

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How illiquidity evolves over time

{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	5.0000	0.61
α ARCH Response to squared shocks	0.2205	2.85***
β GARCH Volatility persistence	0.7128	24.89***

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Shenzhen Zhaowei Machinery & Electronic Co Ltd MEM Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other Shenzhen Zhaowei Machinery & Electronic Co Ltd Analyses