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	13.1120	4.44***
α ARCH Response to squared shocks	0.1220	25.38***
β GARCH Volatility persistence	0.9758	171.59***
ν DF Student-t tail thickness	4.8558	8.48***

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Tianjin Pengling Rubber Hose Co Ltd GAS-GARCH Student T Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

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