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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	1.0842	3.60***
α ARCH Response to squared shocks	0.1407	0.88
β GARCH Volatility persistence	0.0057	0.01

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Shenzhen Zhaowei Machinery & Electronic Co Ltd Spline-GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other Shenzhen Zhaowei Machinery & Electronic Co Ltd Analyses