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	3.0667	4.89***
α ARCH Response to squared shocks	0.0548	51.80***
β GARCH Volatility persistence	0.9955	1,215.45***
ν DF Student-t tail thickness	4.8522	14.96***

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China Yangtze Power Co Ltd GAS-GARCH Student T Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other China Yangtze Power Co Ltd Analyses