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	1.7643	14.22***
α ARCH Response to squared shocks	0.3552	21.37***
β GARCH Volatility persistence	0.6069	50.01***
γ leverage Additional response to negative shocks	0.0503	1.30

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Ningbo Daye Garden Machinery Co Ltd Asy. MEM Volatility Analysis

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