CBOE China ETF Volatility Index

CBOE Emerging Market Markets Volatility Index

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	param	t-stat
$m$	46
$α$	0.2210	17.68
$β$	0.5889	37.36
$γ$	0.0296	1.63
$λ_{1}$	0.0949	2.19
$λ_{2}$	0.0353	2.31
$λ_{3}$	0.9510	44.68

V-Lab

Zhenhai Petrochemical Engineering CO., LTD MF2-GARCH Volatility Analysis

Volatility Prediction for Monday, February 9th, 2026:49.47% (+12.34%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

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