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
$ω$	0.9212	6.24
$α$	0.1065	7.16
$β$	0.8074	29.08
$γ_{1}$	-0.4578	-1.83
$γ_{2}$	0.2080	0.50
$γ_{3}$	0.4869	1.47
$γ_{4}$	-0.1253	-0.44
$γ_{5}$	-0.1216	-0.47
$γ_{6}$	-0.2376	-0.99
$γ_{7}$	0.5593	2.36
$γ_{8}$	-0.6808	-2.52
$γ_{9}$	0.7338	2.58
$γ_{10}$	-0.4950	-2.16

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Shanghai Youngsun Investment Co Ltd Zero Slope Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Shanghai Youngsun Investment Co Ltd Analyses