CBOE China ETF Volatility Index

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	param	t-stat
$m$	126
$α$	0.1721	12.08
$β$	0.7972	65.29
$γ$	-0.0747	-4.56
$λ_{1}$	0.0919	1.54
$λ_{2}$	0.0290	9.25
$λ_{3}$	0.9586	86.78

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Nanjing Vazyme Biotech Co Ltd MF2-GARCH Volatility Analysis

Volatility Prediction for Wednesday, February 11th, 2026:28.00% (-1.12%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

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