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	0.2964	13.18***
α ARCH Response to squared shocks	0.2487	10.62***
β GARCH Volatility persistence	0.7744	79.98***
γ leverage Additional response to negative shocks	-0.0786	-2.61***

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Zhejiang Benli Technology Co Ltd GJR-GARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

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