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
$ω$	1.6091	4.29
$α$	0.1721	9.00
$β$	0.6974	19.80
$γ_{1}$	0.0820	0.56
$γ_{2}$	-0.0635	-0.30
$γ_{3}$	-0.0714	-0.65
$γ_{4}$	0.2134	2.04
$γ_{5}$	-0.2948	-1.75
$γ_{6}$	0.1141	0.65
$γ_{7}$	0.0946	0.76
$γ_{8}$	-0.1172	-0.96
$γ_{9}$	0.0518	0.32
$γ_{10}$	0.3717	0.86

V-Lab

Shanghai Greencourt Investment Group Co., Ltd. Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Shanghai Greencourt Investment Group Co., Ltd. Analyses