CBOE China ETF Volatility Index

CBOE Emerging Market Markets Volatility Index

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	param	t-stat
$m$	36
$α$	0.1596	25.42
$β$	0.6362	48.16
$γ$	-0.0244	-2.89
$λ_{1}$	2.0470	0.84
$λ_{2}$	0.5625	0.81
$λ_{3}$	0.2008	0.21

V-Lab

Shanxi Lu'an Chemical Technology Co Ltd MF2-GARCH Volatility Analysis

Volatility Prediction for Tuesday, February 24th, 2026:42.34% (+1.76%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

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