CBOE China ETF Volatility Index

CBOE Emerging Market Markets Volatility Index

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	param	t-stat
$m$	21
$α$	0.1172	25.62
$β$	0.7036	46.91
$γ$	0.0469	6.55
$λ_{1}$	0.0645	3.87
$λ_{2}$	0.0382	4.08
$λ_{3}$	0.9553	87.61

V-Lab

Dahua Group Dalian Chemical Industry Co MF2-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Dahua Group Dalian Chemical Industry Co Analyses