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	0.6595	18.32***
α ARCH Response to squared shocks	0.3207	31.28***
β GARCH Volatility persistence	0.6459	94.10***
γ leverage Additional response to negative shocks	-0.0411	-2.11**

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Tianjin Pengling Rubber Hose Co Ltd Asy. MEM Volatility Analysis

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News Impact Curve

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