CBOE China ETF Volatility Index

CBOE Emerging Market Markets Volatility Index

How illiquidity evolves over time

{name} Model Equation

How returns affect tomorrow's illiquidity

Spline Coefficients

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.8852	3.55***
α ARCH Response to squared shocks	0.2085	9.38***
β GARCH Volatility persistence	0.7242	96.07***

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Anhui Tatfook Technology Co Ltd MEM Volatility Analysis

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