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	0.8692	17.97***
α ARCH Response to squared shocks	0.1205	27.36***
β GARCH Volatility persistence	0.8075	124.36***
γ leverage Additional response to negative shocks	0.8146	6.50***

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Shanghai Kinlita Chemical Co Ltd AGARCH Volatility Analysis

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