CBOE China ETF Volatility Index

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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	9.2662	1.33
α ARCH Response to squared shocks	0.1084	2.61***
β GARCH Volatility persistence	0.9334	18.74***
ν DF Student-t tail thickness	4.3173	1.08

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Zhejiang Walrus New Material Co Ltd GAS-GARCH Student T Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

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