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
$ω$	1.3700	3.93
$α$	0.1469	9.90
$β$	0.7449	30.22
$γ_{1}$	-0.0665	-0.48
$γ_{2}$	0.0989	0.48
$γ_{3}$	-0.0786	-0.71
$γ_{4}$	0.2297	3.30
$γ_{5}$	-0.3422	-5.67
$γ_{6}$	0.1968	3.02
$γ_{7}$	-0.0315	-0.46
$γ_{8}$	-0.0166	-0.19
$γ_{9}$	-0.0830	-0.50
$γ_{10}$	0.6844	1.48

V-Lab

Shanghai Tongda Venture Capital Co Ltd Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Shanghai Tongda Venture Capital Co Ltd Analyses