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	1.3693	6.41***
α ARCH Response to squared shocks	0.1279	5.62***
β GARCH Volatility persistence	0.7492	16.38***

γ₁	0.1861	2.31**
γ₂	-0.3172	-2.78***
γ₃	0.1995	3.72***

V-Lab

Leshan Giantstar Farming & Husbandry Corp Ltd Zero Slope Spline-GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

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