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
$ω$	77.7283	777,282,600.00
$α$	0.8638	8,637,620.00
$β$	0.1361	1,361,000.00
$γ_{1}$	-0.6459	-6,459,460.00
$γ_{2}$	2.8468	28,468,180.00
$γ_{3}$	-3.6524	-36,524,050.00
$γ_{4}$	-6.5586	-65,586,450.00
$γ_{5}$	6.6375	66,375,080.00
$γ_{6}$	-178.8190	-1,788,190,000.00

V-Lab

China Evergrande Group Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other China Evergrande Group Analyses