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	11.1010	6.91***
α ARCH Response to squared shocks	0.1020	29.97***
β GARCH Volatility persistence	0.9692	211.66***
ν DF Student-t tail thickness	4.2509	11.84***

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Jinbei Automotive Co Ltd GAS-GARCH Student T Volatility Analysis

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News Impact Curve

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