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	1.7140	8.21***
α ARCH Response to squared shocks	0.1371	4.32***
β GARCH Volatility persistence	0.6872	9.27***

γ₁	0.1258	4.84***
γ₂	-0.1525	-4.68***

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Shandong Liancheng Precision Manufacturing Co., Ltd Zero Slope Spline-GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

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