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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Param	Value	t-stat
ωconst	0.6073	2.00**
αARCH	0.1728	4.98***
βGARCH	0.7687	18.39***
γleverage	-0.0514	-0.48
δpower	1.4823	3.69***

Parameter	Value	t-statistic
ω const Unconditional variance weight	0.6073	2.00**
α ARCH Response to squared shocks	0.1728	4.98***
β GARCH Volatility persistence	0.7687	18.39***
γ leverage Additional response to negative shocks	-0.0514	-0.48
δ power Transformation power	1.4823	3.69***

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Hangzhou Prevail Optoelectronic Equipment Co., Ltd. APARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other Hangzhou Prevail Optoelectronic Equipment Co., Ltd. Analyses