CBOE China ETF Volatility Index

CBOE Emerging Market Markets Volatility Index

HSI Volatility Index

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	41.5939	415,939,400.00
$α$	0.4523	4,523,100.00
$β$	0.5404	5,404,410.00
$γ_{1}$	-122.9290	-1,229,290,000.00
$γ_{2}$	110.2979	1,102,979,000.00
$γ_{3}$	79.5055	795,054,700.00
$γ_{4}$	23.3444	233,444,200.00
$γ_{5}$	30.2405	302,404,800.00
$γ_{6}$	-321.1418	-3,211,418,000.00
$γ_{7}$	-343.8768	-3,438,768,000.00
$γ_{8}$	548.0985	5,480,985,000.00
$γ_{9}$	587.5519	5,875,519,000.00

V-Lab

Babytree Group Zero Slope Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Babytree Group Analyses