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	1.1151	5.60***
α ARCH Response to squared shocks	0.0920	7.01***
β GARCH Volatility persistence	0.8600	42.57***

γ₁	-0.1933	-4.00***
γ₂	0.3461	4.82***
γ₃	-0.2718	-4.77***
γ₄	0.2045	3.55***
γ₅	-0.1118	-2.56**

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Sansteel Minguang Co Ltd Fujian Zero Slope Spline-GARCH Volatility Analysis

Date Range:

News Impact Curve

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