CBOE China ETF Volatility Index

CBOE Emerging Market Markets Volatility Index

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	param	t-stat
$m$	26
$α$	0.2603	25.60
$β$	0.6579	46.28
$γ$	-0.0689	-4.19
$λ_{1}$	0.0278	4.97
$λ_{2}$	0.0797	5.26
$λ_{3}$	0.9126	53.57

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Chongqing Water Group Co Ltd MF2-GARCH Volatility Analysis

Volatility Prediction for Monday, February 9th, 2026:12.40% (-0.29%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

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