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	13.5689	5.48***
α ARCH Response to squared shocks	0.0894	20.66***
β GARCH Volatility persistence	0.9639	144.57***
ν DF Student-t tail thickness	3.7532	9.76***

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Shanghai Kinlita Chemical Co Ltd GAS-GARCH Student T Volatility Analysis

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