CBOE China ETF Volatility Index

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{type} for {date}

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	param	t-stat
$m$	66
$α$	0.2845	20.73
$β$	0.5398	34.78
$γ$	-0.0686	-3.56
$λ_{1}$	0.7257	1.07
$λ_{2}$	0.5609	1.37
$λ_{3}$	0.3006	0.55

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China Machinery Engineering Corp MF2-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other China Machinery Engineering Corp Analyses