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

Spline Coefficients

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Parameter	Value	t-statistic
ω const Unconditional variance weight	11.0352	7.01***
α ARCH Response to squared shocks	0.1018	30.15***
β GARCH Volatility persistence	0.9692	214.85***
ν DF Student-t tail thickness	4.2719	11.84***

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Jinbei Automotive Co Ltd GAS-GARCH Student T Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

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