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	0.2665	13.79***
α ARCH Response to squared shocks	0.2064	18.06***
β GARCH Volatility persistence	0.7813	82.89***

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Zhejiang Benli Technology Co Ltd GARCH Volatility Analysis

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