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	8.5311	3.67***
α ARCH Response to squared shocks	0.1470	12.54***
β GARCH Volatility persistence	0.8914	31.72***
ν DF Student-t tail thickness	2.6414	11.96***

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