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
$ω$	0.9018	4.50
$α$	0.2224	3.32
$β$	0.5159	6.35
$γ_{1}$	-2.3471	-2.10
$γ_{2}$	4.5642	2.63
$γ_{3}$	-4.0454	-2.99
$γ_{4}$	1.9737	1.51
$γ_{5}$	0.2472	0.18
$γ_{6}$	0.2256	0.15
$γ_{7}$	-2.4503	-1.84
$γ_{8}$	4.5663	3.96
$γ_{9}$	-5.5580	-4.37
$γ_{10}$	4.1525	4.10

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China Machinery Engineering Corp Zero Slope Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other China Machinery Engineering Corp Analyses