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
$ω$	0.7027	7,027,140.00
$α$	0.5997	5,996,650.00
$β$	0.3105	3,104,540.00
$γ_{1}$	160.5828	1,605,828,000.00
$γ_{2}$	-30.0017	-300,016,600.00
$γ_{3}$	-530.6447	-5,306,447,000.00
$γ_{4}$	128.7246	1,287,246,000.00
$γ_{5}$	806.8094	8,068,094,000.00

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China Bright Culture Group Zero Slope Spline-GARCH Volatility Analysis

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Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other China Bright Culture Group Analyses