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CBOE Emerging Market Markets Volatility Index

HSI Volatility Index

CBOE EFA ETF Volatility Index

How illiquidity evolves over time

{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.1969	2.96***
α ARCH Response to squared shocks	0.0438	0.04
β GARCH Volatility persistence	0.8992	60.01***
γ leverage Additional response to negative shocks	-1.0000	-0.03
δ power Transformation power	1.4653	6.77***

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Contemporary Amperex Tech Co APARCH Volatility Analysis

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