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	20.5788	4.25***
α ARCH Response to squared shocks	0.1049	30.57***
β GARCH Volatility persistence	0.9873	376.10***
ν DF Student-t tail thickness	4.2556	11.43***

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Nanjing Vazyme Biotech Co Ltd GAS-GARCH Student T Volatility Analysis

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