CBOE China ETF Volatility Index

CBOE Emerging Market Markets Volatility Index

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	param	t-stat
$m$	21
$α$	0.2255	30.00
$β$	0.4677	26.48
$γ$	-0.0183	-1.82
$λ_{1}$	0.1603	2.15
$λ_{2}$	0.0624	3.99
$λ_{3}$	0.9236	45.41

V-Lab

Shenzhen Dawei Innovation Technology Co Ltd MF2-GARCH Volatility Analysis

Volatility Prediction for Monday, February 9th, 2026:45.57% (-4.41%)

Date Range:

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