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	0.1258	12.03***
α ARCH Response to squared shocks	0.1298	19.17***
β GARCH Volatility persistence	0.8648	145.00***
γ leverage Additional response to negative shocks	0.0045	0.39

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Shanghai Kinlita Chemical Co Ltd Asy. MEM Volatility Analysis

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