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	10.4548	7.35***
α ARCH Response to squared shocks	0.1564	15.08***
β GARCH Volatility persistence	0.9301	100.17***
ν DF Student-t tail thickness	5.1285	5.56***

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Shandong Liancheng Precision Manufacturing Co., Ltd GAS-GARCH Student T Volatility Analysis

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News Impact Curve

Volatility Forecast

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