CBOE China ETF Volatility Index

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	param	t-stat
$ω$	0.9339	5.35
$α$	0.0850	3.01
$β$	0.7122	7.90
$γ_{1}$	-0.8892	-2.31
$γ_{2}$	2.0481	3.75
$γ_{3}$	-2.8500	-6.91
$γ_{4}$	3.0123	6.93
$γ_{5}$	-1.4505	-3.98
$γ_{6}$	-0.2187	-0.65
$γ_{7}$	0.1933	0.47
$γ_{8}$	0.6091	1.31
$γ_{9}$	-0.4657	-0.73
$γ_{10}$	0.0295	0.04

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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