CBOE China ETF Volatility Index

CBOE Emerging Market Markets Volatility Index

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	param	t-stat
$m$	66
$α$	0.1205	34.18
$β$	0.8545	174.97
$γ$	-0.0400	-9.67
$λ_{1}$	0.0294	7.44
$λ_{2}$	0.0143	5.64
$λ_{3}$	0.9825	327.50

V-Lab

China Nonferrous Metal Industry's Foreign Engineering and Construction Co Ltd MF2-GARCH Volatility Analysis

Volatility Prediction for Monday, February 9th, 2026:75.05% (-5.36%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

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