CBOE China ETF Volatility Index

CBOE Emerging Market Markets Volatility Index

CBOE Volatility Index

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CBOE 3-Month Volatility Index

CBOE 1-Day Volatility Index

CBOE S&P 500 6-Month Volatility Index

CBOE S&P 500 One-Year Volatility Index

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	param	t-stat
$ω$	0.7608	5.73
$α$	0.0826	3.27
$β$	0.6963	8.01
$γ_{1}$	-0.4049	-1.11
$γ_{2}$	0.7542	1.39
$γ_{3}$	-0.5791	-2.02
$γ_{4}$	0.4415	2.06
$γ_{5}$	-0.1074	-0.40
$γ_{6}$	-0.7418	-2.34
$γ_{7}$	1.2556	4.51
$γ_{8}$	-0.8356	-4.67

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Alibaba Group Holding Ltd Zero Slope Spline-GARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

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