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
$ω$	1.4210	4.29
$α$	0.0915	7.78
$β$	0.8697	51.63
$γ_{1}$	-0.0314	-0.37
$γ_{2}$	0.0407	0.28
$γ_{3}$	0.1024	0.92
$γ_{4}$	-0.2916	-3.69
$γ_{5}$	0.2962	3.76
$γ_{6}$	-0.2324	-3.19
$γ_{7}$	0.2964	4.26
$γ_{8}$	-0.3602	-4.27
$γ_{9}$	0.4461	3.04

V-Lab

Haitong Securities Co Ltd Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Haitong Securities Co Ltd Analyses