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	0.3781	12.15***
α ARCH Response to squared shocks	0.1120	12.73***
β GARCH Volatility persistence	0.8600	115.14***
γ leverage Additional response to negative shocks	-0.0317	-2.43**

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Shandong Liancheng Precision Manufacturing Co., Ltd GJR-GARCH Volatility Analysis

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