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	18.5331	3.89***
α ARCH Response to squared shocks	0.0900	19.70***
β GARCH Volatility persistence	0.9760	150.24***
ν DF Student-t tail thickness	3.4808	12.13***

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Hua Hong Grace Semiconductor Ltd GAS-GARCH Student T Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

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