CBOE China ETF Volatility Index

CBOE Emerging Market Markets Volatility Index

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	param	t-stat
$m$	36
$α$	0.1479	29.86
$β$	0.7658	106.89
$γ$	-0.0107	-1.63
$λ_{1}$	0.0265	5.34
$λ_{2}$	0.0190	6.36
$λ_{3}$	0.9784	287.43

V-Lab

Tian Jin Bohai Chemical Co Ltd MF2-GARCH Volatility Analysis

Volatility Prediction for Monday, February 9th, 2026:44.56% (-2.31%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

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