CBOE China ETF Volatility Index

CBOE Emerging Market Markets Volatility Index

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{type} for {date}

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	param	t-stat
$ω$	1.1478	6.18
$α$	0.1105	8.57
$β$	0.8192	40.32
$γ_{1}$	0.0979	2.44
$γ_{2}$	-0.0993	-1.68
$γ_{3}$	-0.0754	-2.15
$γ_{4}$	0.1551	4.78
$γ_{5}$	-0.1317	-3.99
$γ_{6}$	0.0777	3.22

V-Lab

Tianjin Futong Information Science & Technology Co Ltd Zero Slope Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Tianjin Futong Information Science & Technology Co Ltd Analyses