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	0.1750	12.35***
α ARCH Response to squared shocks	0.2881	25.96***
β GARCH Volatility persistence	0.9262	171.55***
γ leverage Additional response to negative shocks	0.0310	2.81***

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Tianjin Pengling Rubber Hose Co Ltd EGARCH Volatility Analysis

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