CBOE China ETF Volatility Index

CBOE Emerging Market Markets Volatility Index

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	param	t-stat
$m$	26
$α$	0.1677	8.28
$β$	0.7744	17.30
$γ$	-0.1130	-5.00
$λ_{1}$	8.0958	0.43
$λ_{2}$	0.0000	0.00
$λ_{3}$	0.4967	0.41

V-Lab

Nanjing Cigu Technology Corp MF2-GARCH Volatility Analysis

Volatility Prediction for Thursday, February 12th, 2026:64.46% (-0.44%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

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