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	14.4776	5.20***
α ARCH Response to squared shocks	0.1223	15.93***
β GARCH Volatility persistence	0.9482	89.84***
ν DF Student-t tail thickness	4.3750	5.88***

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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

Other Hangzhou Prevail Optoelectronic Equipment Co., Ltd. Analyses