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	87.8485	9.73***
α ARCH Response to squared shocks	0.0561	50.18***
β GARCH Volatility persistence	0.9990
ν DF Student-t tail thickness	4.0598	27.70***

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Kunlun Tech Co Ltd GAS-GARCH Student T Volatility Analysis

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