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	0.8777	22.22***
α ARCH Response to squared shocks	0.2278	27.29***
β GARCH Volatility persistence	0.7304	97.06***
γ leverage Additional response to negative shocks	-0.0320	-2.23**

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Jiawei Renewable Energy Co Ltd Asy. MEM Volatility Analysis

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