CBOE China ETF Volatility Index

CBOE Emerging Market Markets Volatility Index

CBOE Volatility Index

CBOE NASDAQ-100 Volatility Index

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CBOE Russell 2000 Volatility Index

CBOE S&P 500 9-Day Volatility Index

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CBOE 1-Day Volatility Index

CBOE S&P 500 6-Month Volatility Index

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CBOE Skew Index

{name} Model Equation

Spline Coefficients

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.1273	1.44
α ARCH Response to squared shocks	0.2527	14.35***
β GARCH Volatility persistence	0.7473	34.75***
γ leverage Additional response to negative shocks	0.0581	1.44
δ power Transformation power	0.5000	2.75***

V-Lab

Lianhe Sowell International Group Ltd Asy. Power MEM Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

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