CBOE China ETF Volatility Index

CBOE Emerging Market Markets Volatility Index

{name} Model Equation

Spline Coefficients

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.4548	13.02***
α ARCH Response to squared shocks	0.1045	11.70***
β GARCH Volatility persistence	0.8714	145.40***
γ leverage Additional response to negative shocks	-0.0406	-3.10***

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Leshan Giantstar Farming & Husbandry Corp Ltd GJR-GARCH Volatility Analysis

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