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	0.1054	12.53***
α ARCH Response to squared shocks	0.1022	17.91***
β GARCH Volatility persistence	0.9090	343.26***
γ leverage Additional response to negative shocks	-0.0441	-5.84***

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Sansteel Minguang Co Ltd Fujian GJR-GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

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