CBOE China ETF Volatility Index

CBOE Emerging Market Markets Volatility Index

This asset is not actively trading

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	param	t-stat
$m$	81
$α$	0.0773	16.49
$β$	0.8865	172.04
$γ$	-0.0208	-3.93
$λ_{1}$	1.4080	0.36
$λ_{2}$	0.6671	0.36
$λ_{3}$	0.1185	0.05

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China Tourism Group Duty Free Corp Ltd MF2-GARCH Volatility Analysis

Volatility Prediction for Monday, February 9th, 2026:37.68% (-1.21%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

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