CBOE China ETF Volatility Index

CBOE Emerging Market Markets Volatility Index

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{type} for {date}

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	param	t-stat
$ω$	0.7100	6.21
$α$	0.0957	5.98
$β$	0.8489	30.20
$γ_{1}$	0.1001	3.17
$γ_{2}$	-0.2054	-4.48
$γ_{3}$	0.1367	3.34
$γ_{4}$	-0.0147	-0.36
$γ_{5}$	-0.0361	-0.53

V-Lab

Guangzhou Yuetai Group Co Ltd Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Guangzhou Yuetai Group Co Ltd Analyses