CBOE China ETF Volatility Index

CBOE Emerging Market Markets Volatility Index

{name} Model Equation

Spline Coefficients

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.0445	18.30***
α ARCH Response to squared shocks	0.1632	34.99***
β GARCH Volatility persistence	0.9770	734.07***
γ leverage Additional response to negative shocks	0.0085	2.09**

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Wuliangye Yibin Co Ltd EGARCH Volatility Analysis

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