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
$ω$	1.3356	3.86
$α$	0.1530	5.49
$β$	0.6687	12.70
$γ_{1}$	1.9458	1.10
$γ_{2}$	-1.4588	-0.58
$γ_{3}$	-1.2657	-0.84
$γ_{4}$	0.1620	0.11
$γ_{5}$	3.5329	2.55
$γ_{6}$	-7.3398	-6.03
$γ_{7}$	8.3026	6.06
$γ_{8}$	-5.9639	-3.49
$γ_{9}$	2.8739	1.71
$γ_{10}$	-1.0282	-0.87

V-Lab

TianGuang ZhongMao Co Ltd Zero Slope Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other TianGuang ZhongMao Co Ltd Analyses