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
$ω$	1.1046	2.80
$α$	0.1052	7.48
$β$	0.8363	36.99
$γ_{1}$	0.0264	0.18
$γ_{2}$	-0.2166	-1.11
$γ_{3}$	0.4223	3.87
$γ_{4}$	-0.3997	-3.44
$γ_{5}$	0.2201	1.76
$γ_{6}$	-0.0735	-0.58
$γ_{7}$	0.0656	0.50
$γ_{8}$	-0.0509	-0.29
$γ_{9}$	0.4156	0.89

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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