CBOE China ETF Volatility Index

CBOE Emerging Market Markets Volatility Index

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{type} for {date}

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	param	t-stat
$m$	36
$α$	0.1408	17.88
$β$	0.6502	36.85
$γ$	-0.0140	-1.51
$λ_{1}$	1.4144	1.39
$λ_{2}$	0.5767	1.89
$λ_{3}$	0.2435	0.58

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Shandong Mining Machinery Group Co Ltd MF2-GARCH Volatility Analysis

Volatility Prediction for Monday, February 9th, 2026:30.63% (-2.82%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

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