CBOE China ETF Volatility Index

CBOE Emerging Market Markets Volatility Index

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	param	t-stat
$m$	31
$α$	0.0721	15.77
$β$	0.9255	117.26
$γ$	-0.0287	-7.95
$λ_{1}$	4.3549	0.20
$λ_{2}$	0.2222	0.21
$λ_{3}$	0.0000	0.00

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China National Chemical Engineering Co Ltd MF2-GARCH Volatility Analysis

Volatility Prediction for Tuesday, February 10th, 2026:44.62% (-0.69%)

Date Range:

Parameter Estimates

News Impact Curve

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