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	0.6932	10.07***
α ARCH Response to squared shocks	0.0920	5.99***
β GARCH Volatility persistence	0.8484	32.72***

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Shanghai Kinlita Chemical Co Ltd Spline-GARCH Volatility Analysis

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News Impact Curve

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