CBOE China ETF Volatility Index

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	param	t-stat
$m$	21
$α$	0.0819	25.71
$β$	0.9316	400.35
$γ$	-0.0382	-12.36
$λ_{1}$	9.1451	0.10
$λ_{2}$	0.0000	0.00
$λ_{3}$	0.1508	0.02

V-Lab

Changjiang & Jinggong Steel Building Group Co Ltd MF2-GARCH Volatility Analysis

Volatility Prediction for Monday, February 9th, 2026:34.60% (-0.89%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

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