CBOE China ETF Volatility Index

CBOE Emerging Market Markets Volatility Index

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	param	t-stat
$ω$	1.0638	3.03
$α$	0.1189	2.91
$β$	0.6128	5.33
$γ_{1}$	8.2448	1.45
$γ_{2}$	-14.5830	-1.62
$γ_{3}$	14.1041	2.45
$γ_{4}$	-16.0092	-3.88
$γ_{5}$	15.9881	4.38
$γ_{6}$	-13.0148	-3.21
$γ_{7}$	6.5248	1.22
$γ_{8}$	-1.7999	-0.28
$γ_{9}$	-2.3659	-0.26

V-Lab

Shenzhen Chuangyitong Technology Co Ltd Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, February 9th, 2026:30.08% (-1.82%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

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