CBOE China ETF Volatility Index

CBOE Emerging Market Markets Volatility Index

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	param	t-stat
$m$	66
$α$	0.1999	42.02
$β$	0.6254	60.98
$γ$	0.0063	0.81
$λ_{1}$	0.2963	1.73
$λ_{2}$	0.1662	1.81
$λ_{3}$	0.8031	7.18

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Tunghsu Azure Renewable Energy Co Ltd MF2-GARCH Volatility Analysis

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Date Range:

Parameter Estimates

News Impact Curve

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