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	12.6895	4.44***
α ARCH Response to squared shocks	0.0787	52.10***
β GARCH Volatility persistence	0.9939	769.29***
ν DF Student-t tail thickness	5.0334	14.01***

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Sansteel Minguang Co Ltd Fujian GAS-GARCH Student T Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

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