CBOE China ETF Volatility Index

CBOE Emerging Market Markets Volatility Index

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CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	1.2578	6.00
$α$	0.2005	3.57
$β$	0.5745	5.91
$γ_{1}$	0.6642	1.36
$γ_{2}$	-0.9182	-1.19
$γ_{3}$	-0.1729	-0.33
$γ_{4}$	1.1832	2.37
$γ_{5}$	-1.5937	-3.05
$γ_{6}$	2.0424	3.61
$γ_{7}$	-3.9836	-3.46

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China Machinery Engineering Corp 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