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
$m$	126
$α$	0.0990	0.66
$β$	0.5577	1.91
$γ$	-0.0990	-0.66
$λ_{1}$	1.0041	0.02
$λ_{2}$	0.6345	0.02
$λ_{3}$	0.3655	0.01

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Shanghai Tongda Venture Capital Co Ltd MF2-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

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