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	0.8924	4.13***
α ARCH Response to squared shocks	0.1598	3.99***
β GARCH Volatility persistence	0.7203	12.64***

γ₁	-0.2876	-1.03
γ₂	0.6382	1.57
γ₃	-0.8646	-2.98***
γ₄	0.9458	2.98***
γ₅	-0.5702	-2.19**
γ₆	-0.0580	-0.26
γ₇	0.5197	2.48**
γ₈	-0.4595	-3.10***

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Jiangyin Zhongnan Heavy Industries Co Ltd Zero Slope Spline-GARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

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