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	26.3974	3.51***
α ARCH Response to squared shocks	0.1253	19.28***
β GARCH Volatility persistence	0.9712	124.36***
ν DF Student-t tail thickness	3.9905	8.67***

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Inno Laser Technology Co Ltd GAS-GARCH Student T Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

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