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	107.5373	3.19***
α ARCH Response to squared shocks	0.3860	9.27***
β GARCH Volatility persistence	0.9940	556.85***
ν DF Student-t tail thickness	8.3475	2.13**

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Inner Mongolia Shuangxin Environment-Friendly Material Co Ltd GAS-GARCH Student T Volatility Analysis

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