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	0.5077	16.35***
α ARCH Response to squared shocks	0.2259	20.12***
β GARCH Volatility persistence	0.7322	95.85***
γ leverage Additional response to negative shocks	0.0161	0.82

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Hangzhou Radical Energy Saving Technology Co Ltd Asy. MEM Volatility Analysis

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