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	6.1076	4.75***
α ARCH Response to squared shocks	0.0610	32.92***
β GARCH Volatility persistence	0.9896	449.39***
ν DF Student-t tail thickness	5.2014	7.88***

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Wuliangye Yibin Co Ltd GAS-GARCH Student T Volatility Analysis

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