CBOE China ETF Volatility Index

CBOE Emerging Market Markets Volatility Index

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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	26.6199	3.55***
α ARCH Response to squared shocks	0.1253	20.02***
β GARCH Volatility persistence	0.9720	127.98***
ν DF Student-t tail thickness	4.0419	8.83***

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Inno Laser Technology Co Ltd GAS-GARCH Student T Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

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