CBOE China ETF Volatility Index

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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	13.0769	1.11
α ARCH Response to squared shocks	0.1217	6.34***
β GARCH Volatility persistence	0.9758	43.02***
ν DF Student-t tail thickness	4.8660	2.11**

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

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News Impact Curve

Volatility Forecast

Parameter Estimates

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