CBOE China ETF Volatility Index

CBOE Emerging Market Markets Volatility Index

How illiquidity evolves over time

{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	13.5633	5.45***
α ARCH Response to squared shocks	0.0881	20.89***
β GARCH Volatility persistence	0.9649	147.35***
ν DF Student-t tail thickness	3.7674	9.75***

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Shanghai Kinlita Chemical Co Ltd GAS-GARCH Student T Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

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