CBOE China ETF Volatility Index

CBOE Emerging Market Markets Volatility Index

How illiquidity evolves over time

{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	1.4701	5.48***
α ARCH Response to squared shocks	0.1255	3.17***
β GARCH Volatility persistence	0.8193	15.35***

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