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
$m$	21
$α$	0.1491	24.08
$β$	0.4551	12.96
$γ$	-0.0220	-3.09
$λ_{1}$	0.4977	0.89
$λ_{2}$	0.3678	1.10
$λ_{3}$	0.5863	1.45

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Shanghai Shimao Co Ltd MF2-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Shanghai Shimao Co Ltd Analyses