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	14.4537	5.12***
α ARCH Response to squared shocks	0.1212	15.50***
β GARCH Volatility persistence	0.9457	83.77***
ν DF Student-t tail thickness	4.2660	5.87***

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Hangzhou Prevail Optoelectronic Equipment Co., Ltd. GAS-GARCH Student T Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

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