CBOE China ETF Volatility Index

CBOE Emerging Market Markets Volatility Index

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	param	t-stat
$ω$	1.1269	3.43
$α$	0.2207	2.74
$β$	0.4299	3.65
$γ_{1}$	-2.0249	-1.28
$γ_{2}$	3.7257	1.66
$γ_{3}$	-0.6022	-0.42
$γ_{4}$	-3.7218	-2.38
$γ_{5}$	3.7682	1.61

V-Lab

China Resources Chemical Innovative Materials Co Ltd Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, February 9th, 2026:23.96% (-4.08%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

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