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	96.5677	6.78***
α ARCH Response to squared shocks	0.0945	44.54***
β GARCH Volatility persistence	0.9964	2,838.86***
ν DF Student-t tail thickness	4.2400	17.89***

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Capitalonline Data Service Co Ltd GAS-GARCH Student T Volatility Analysis

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