CBOE China ETF Volatility Index

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	param	t-stat
$ω$	1.3156	13,155,860.00
$α$	0.6768	6,767,790.00
$β$	0.3232	3,232,210.00
$γ_{1}$	-5.9109	-59,108,560.00
$γ_{2}$	-6.9500	-69,499,980.00
$γ_{3}$	-8.5233	-85,232,730.00
$γ_{4}$	-11.3084	-113,084,100.00
$γ_{5}$	-12.9738	-129,738,000.00
$γ_{6}$	-14.5041	-145,040,500.00
$γ_{7}$	-11.7053	-117,052,500.00
$γ_{8}$	-3.9782	-39,782,490.00
$γ_{9}$	3.8954	38,953,520.00

V-Lab

Tianju Dihe (Suzhou) Data Co Zero Slope Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Tianju Dihe (Suzhou) Data Co Analyses