CBOE China ETF Volatility Index

CBOE Emerging Market Markets Volatility Index

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{type} for {date}

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	param	t-stat
$ω$	1.6704	2.37
$α$	0.1659	10.68
$β$	0.7522	32.52
$γ_{1}$	0.0149	0.24
$γ_{2}$	0.0192	0.24
$γ_{3}$	-0.0278	-0.61
$γ_{4}$	-0.0911	-2.42
$γ_{5}$	0.2011	6.60
$γ_{6}$	-0.2070	-7.29
$γ_{7}$	0.1280	5.76

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Tunghsu Azure Renewable Energy Co Ltd Zero Slope Spline-GARCH Volatility Analysis

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News Impact Curve

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