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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{name} Model Equation

Spline Coefficients

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.7130	5.45***
α ARCH Response to squared shocks	0.1730	12.45***
β GARCH Volatility persistence	0.7888	46.63***
γ leverage Additional response to negative shocks	0.2950	7.65***
δ power Transformation power	1.3084	11.83***

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Shengfeng Development Ltd Asy. Power MEM Volatility Analysis

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