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	1.3563	6.40***
α ARCH Response to squared shocks	0.1257	5.61***
β GARCH Volatility persistence	0.7532	16.69***

γ₁	0.1768	2.23**
γ₂	-0.3000	-2.66***
γ₃	0.1872	3.53***

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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