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	34.6451	6.97***
α ARCH Response to squared shocks	0.0605	59.62***
β GARCH Volatility persistence	0.9978	3,525.84***
ν DF Student-t tail thickness	3.9686	42.11***

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East Money Information Co Ltd GAS-GARCH Student T Volatility Analysis

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