CBOE China ETF Volatility Index

CBOE Emerging Market Markets Volatility Index

This asset is not actively trading

{type} for {date}

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	param	t-stat
$ω$	0.1291	9.60
$α$	0.9426	28.25
$β$	0.0544	1.64
$γ_{1}$	-9.4730	-0.85
$γ_{2}$	10.9483	0.75
$γ_{3}$	-10.5790	-1.52
$γ_{4}$	-1.2974	-0.19
$γ_{5}$	32.5225	4.59
$γ_{6}$	-34.5287	-3.45
$γ_{7}$	5.3239	0.40
$γ_{8}$	27.2059	1.90

V-Lab

GF Tianli Traded Money Market Fund Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, August 31st, 2023:2.28% (-0.05%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other GF Tianli Traded Money Market Fund Analyses