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	2.7630	5.00***
α ARCH Response to squared shocks	0.2304	4.45***
β GARCH Volatility persistence	0.3665	3.59***

γ₁	3.6317	4.21***
γ₂	-6.1346	-4.01***
γ₃	4.3042	2.66***
γ₄	-2.1852	-1.24
γ₅	-0.8704	-0.52
γ₆	2.4982	1.76*
γ₇	-0.8779	-0.52
γ₈	-0.1050	-0.07
γ₉	-1.1614	-0.81
γ₁₀	1.1121	1.03

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Strong H Machinery Technology Cayman Inc Zero Slope Spline-GARCH Volatility Analysis

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