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

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

CBOE Skew Index

{name} Model Equation

Spline Coefficients

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.0810	0.78
α ARCH Response to squared shocks	0.0474	6.32***
β GARCH Volatility persistence	0.9526	75.75***
γ leverage Additional response to negative shocks	0.9920	8.56***
δ power Transformation power	0.5000	1.81*

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Lianhe Sowell International Group Ltd APARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

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