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	0.7905	22.05***
α ARCH Response to squared shocks	0.1882	31.09***
β GARCH Volatility persistence	0.7421	120.60***
γ leverage Additional response to negative shocks	0.0462	0.41

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Tianjin Pengling Rubber Hose Co Ltd AGARCH Volatility Analysis

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