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	4.1721	3.42***
α ARCH Response to squared shocks	0.0000	0.00
β GARCH Volatility persistence	0.0000	0.00

γ₁	2,534.0830	4.20***
γ₂	-3,405.1320	-3.87***
γ₃	2,317.6680	4.32***
γ₄	-2,428.4770	-4.55***
γ₅	325.8488	0.60
γ₆	1,750.0060	3.42***
γ₇	-1,685.0660	-2.48**
γ₈	1,158.5020	1.50
γ₉	-1,216.7060	-1.65*
γ₁₀	838.8685	1.25

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Inner Mongolia Shuangxin Environment-Friendly Material Co Ltd Spline-GARCH Volatility Analysis

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