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	87.5477	9.75***
α ARCH Response to squared shocks	0.0558	50.52***
β GARCH Volatility persistence	0.9990
ν DF Student-t tail thickness	4.0409	28.60***

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Kunlun Tech Co Ltd GAS-GARCH Student T Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

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