CBOE China ETF Volatility Index

CBOE Emerging Market Markets Volatility Index

FTSE 100 Implied Volatility Index 30 Days

CBOE EFA ETF Volatility Index

EURO STOXX 50 Volatility Index

{name} Model Equation

Spline Coefficients

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Parameter	Value	t-statistic
ω const Unconditional variance weight	1.4748	4.97***
α ARCH Response to squared shocks	0.0000	0.00
β GARCH Volatility persistence	0.9855	2.62***

γ₁	10.2259	0.26
γ₂	-15.3943	-0.39
γ₃	8.8390	1.06
γ₄	-5.5163	-0.65
γ₅	-0.5433	-0.05
γ₆	10.0567	0.85
γ₇	-15.1007	-1.37
γ₈	13.9995	1.07
γ₉	-10.1976	-1.04

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Kuaishou Technology Zero Slope Spline-GARCH Volatility Analysis

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