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
$ω$	8.1851	81,850,770.00
$α$	0.8921	8,921,010.00
$β$	0.0992	992,290.00
$γ_{1}$	-24.0943	-240,943,100.00
$γ_{2}$	19.8140	198,139,900.00
$γ_{3}$	14.2505	142,504,800.00
$γ_{4}$	1.7160	17,160,170.00
$γ_{5}$	15.4956	154,956,400.00
$γ_{6}$	-38.5819	-385,818,500.00
$γ_{7}$	-115.2760	-1,152,760,000.00
$γ_{8}$	238.0797	2,380,797,000.00

V-Lab

China Evergrande Group Zero Slope Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other China Evergrande Group Analyses