CBOE China ETF Volatility Index

CBOE Emerging Market Markets Volatility Index

This asset is not actively trading

{type} for {date}

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	param	t-stat
$m$	21
$α$	0.0409	8.65
$β$	0.9631	233.75
$γ$	-0.0162	-6.94
$λ_{1}$	5.1689	0.19
$λ_{2}$	0.1758	0.19
$λ_{3}$	0.0000	0.00

V-Lab

CITIC Securities Co Ltd MF2-GARCH Volatility Analysis

Volatility Prediction for Wednesday, February 11th, 2026:20.93% (-0.28%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

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