CBOE China ETF Volatility Index

CBOE Emerging Market Markets Volatility Index

This asset is not actively trading

{type} for {date}

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	param	t-stat
$ω$	1.3159	2.77
$α$	0.2707	13.63
$β$	0.6440	70.12
$γ_{1}$	-0.0072	-0.04
$γ_{2}$	0.1146	0.43
$γ_{3}$	-0.0956	-0.71
$γ_{4}$	-0.1190	-1.07
$γ_{5}$	0.0874	0.77
$γ_{6}$	0.0480	0.40
$γ_{7}$	0.0791	0.69
$γ_{8}$	-0.2983	-2.47
$γ_{9}$	0.4827	3.51
$γ_{10}$	-2.7971	-12.49

V-Lab

Tianjin Futong Information Science & Technology Co Ltd 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