CBOE China ETF Volatility Index

CBOE Emerging Market Markets Volatility Index

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	param	t-stat
$ω$	33.8959	338,959,200.00
$α$	0.6518	6,517,800.00
$β$	0.3277	3,277,440.00
$γ_{1}$	-12.0133	-120,133,100.00
$γ_{2}$	13.7784	137,784,000.00
$γ_{3}$	-8.8677	-88,676,970.00
$γ_{4}$	35.9464	359,464,100.00
$γ_{5}$	-176.8643	-1,768,643,000.00
$γ_{6}$	218.5244	2,185,244,000.00
$γ_{7}$	29.5430	295,429,900.00
$γ_{8}$	-405.2125	-4,052,125,000.00
$γ_{9}$	-104.0115	-1,040,115,000.00
$γ_{10}$	24.9226	249,225,500.00

V-Lab

Pujiang International Group Ltd Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Pujiang International Group Ltd Analyses