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	14.4782	4.15***
α ARCH Response to squared shocks	0.1201	15.85***
β GARCH Volatility persistence	0.9629	94.55***
ν DF Student-t tail thickness	4.7286	5.41***

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Leshan Giantstar Farming & Husbandry Corp Ltd GAS-GARCH Student T Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

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