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	10.1228	4.52***
α ARCH Response to squared shocks	0.1001	26.79***
β GARCH Volatility persistence	0.9775	174.89***
ν DF Student-t tail thickness	4.5399	8.80***

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Jiangyin Zhongnan Heavy Industries Co Ltd GAS-GARCH Student T Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

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