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	0.8367	3.79***
α ARCH Response to squared shocks	0.0851	3.62***
β GARCH Volatility persistence	0.8409	17.31***

γ₁	-0.3621	-1.07
γ₂	0.8998	1.72*
γ₃	-1.0687	-2.99***
γ₄	1.0267	3.43***
γ₅	-1.0636	-2.09**

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Hangzhou Radical Energy Saving Technology Co Ltd Spline-GARCH Volatility Analysis

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