CBOE China ETF Volatility Index

CBOE Emerging Market Markets Volatility Index

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	param	t-stat
$m$	81
$α$	0.2708	23.73
$β$	0.6340	42.07
$γ$	-0.1160	-8.17
$λ_{1}$	3.0995	3.20
$λ_{2}$	0.6149	10.10
$λ_{3}$	0.0000	0.00

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China Aluminum International Engineering Corporation Limited MF2-GARCH Volatility Analysis

Volatility Prediction for Friday, February 6th, 2026:52.62% (-2.04%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

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