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	2,427.4540	6.87***
α ARCH Response to squared shocks	0.1323	205.36***
β GARCH Volatility persistence	0.9961	1,762.97***
ν DF Student-t tail thickness	2.0068

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Shanghai Chlor-Alkali Chemical Co Ltd GAS-GARCH Student T Volatility Analysis

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