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	13.4206	4.31***
α ARCH Response to squared shocks	0.1224	25.31***
β GARCH Volatility persistence	0.9762	169.59***
ν DF Student-t tail thickness	4.8048	8.60***

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Tianjin Pengling Rubber Hose Co Ltd GAS-GARCH Student T Volatility Analysis

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