CBOE China ETF Volatility Index

CBOE Emerging Market Markets Volatility Index

How illiquidity evolves over time

{name} Model Equation

How returns affect tomorrow's illiquidity

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Parameter	Value	t-statistic
ω const Unconditional variance weight	1.4134	6.37***
α ARCH Response to squared shocks	0.1667	5.30***
β GARCH Volatility persistence	0.7424	18.77***

γ₁	0.0824	2.61***
γ₂	-0.1050	-2.61***

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Hangzhou Prevail Optoelectronic Equipment Co., Ltd. Zero Slope Spline-GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other Hangzhou Prevail Optoelectronic Equipment Co., Ltd. Analyses