CBOE China ETF Volatility Index

CBOE Emerging Market Markets Volatility Index

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	param	t-stat
$m$	76
$α$	0.0786	22.49
$β$	0.9249	234.33
$γ$	-0.0352	-8.64
$λ_{1}$	4.4389	0.03
$λ_{2}$	0.0000	0.00
$λ_{3}$	0.5144	0.03

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Nantong Jiangshan Agrochemical & Chemical LLC MF2-GARCH Volatility Analysis

Volatility Prediction for Friday, February 6th, 2026:57.37% (-1.60%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

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