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
$ω$	0.8418	6.54
$α$	0.1020	7.28
$β$	0.8111	28.33
$γ_{1}$	0.3866	2.69
$γ_{2}$	-0.4581	-1.83
$γ_{3}$	0.0402	0.18
$γ_{4}$	-0.0866	-0.46
$γ_{5}$	0.2186	1.37
$γ_{6}$	-0.0657	-0.43
$γ_{7}$	-0.1230	-0.73
$γ_{8}$	0.1899	1.00
$γ_{9}$	-0.3499	-1.41
$γ_{10}$	1.4934	2.28

V-Lab

Shenyang Commercial City Co Ltd Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Shenyang Commercial City Co Ltd Analyses