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	1.3670	4.17***
α ARCH Response to squared shocks	0.1097	8.39***
β GARCH Volatility persistence	0.8223	40.60***

γ₁	-0.0347	-1.04
γ₂	0.0792	1.69*
γ₃	-0.0731	-3.17***
γ₄	0.0488	2.97***
γ₅	-0.0423	-2.78***
γ₆	0.0343	2.89***

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Jinbei Automotive Co Ltd Zero Slope Spline-GARCH Volatility Analysis

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