CBOE China ETF Volatility Index

CBOE Emerging Market Markets Volatility Index

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	param	t-stat
$m$	21
$α$	0.1408	28.82
$β$	0.6628	48.27
$γ$	-0.0047	-0.78
$λ_{1}$	0.0809	2.78
$λ_{2}$	0.0280	4.19
$λ_{3}$	0.9638	108.06

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Nanjing Panda Electronics Co Ltd MF2-GARCH Volatility Analysis

Volatility Prediction for Monday, February 9th, 2026:43.99% (-1.20%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

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