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
$m$	121
$α$	0.1420	30.66
$β$	0.8432	186.76
$γ$	-0.0464	-6.90
$λ_{1}$	0.0289	7.37
$λ_{2}$	0.0407	6.81
$λ_{3}$	0.9550	142.11

V-Lab

Shanghai Construction Group Co Ltd MF2-GARCH Volatility Analysis

Volatility Prediction for Monday, February 9th, 2026:58.82% (-4.29%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

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