CBOE China ETF Volatility Index

CBOE Emerging Market Markets Volatility Index

How volatility evolves over time

How illiquidity evolves over time

{name} Model Equation

How returns affect tomorrow's volatility

How returns affect tomorrow's illiquidity

Spline Coefficients

Value at Risk (VaR) estimates the maximum loss at a given confidence level. Expected Shortfall (ES) estimates the average loss beyond VaR.

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.5931	4.85***
α ARCH Response to squared shocks	0.2151	4.90***
β GARCH Volatility persistence	0.7397	24.69***
γ leverage Additional response to negative shocks	0.0105	0.15

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Hangzhou Prevail Optoelectronic Equipment Co., Ltd. Asy. MEM Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other Hangzhou Prevail Optoelectronic Equipment Co., Ltd. Analyses