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	0.8859	11.76***
α ARCH Response to squared shocks	0.1700	11.74***
β GARCH Volatility persistence	0.8208	92.76***
γ leverage Additional response to negative shocks	-0.0714	-2.97***

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Inno Laser Technology Co Ltd GJR-GARCH Volatility Analysis

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