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	1.0339	4.24***
α ARCH Response to squared shocks	0.1452	4.53***
β GARCH Volatility persistence	0.7893	17.02***

γ₁	0.1791	1.66*
γ₂	-0.2592	-1.94*

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Inno Laser Technology Co Ltd Zero Slope Spline-GARCH Volatility Analysis

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