CBOE China ETF Volatility Index

CBOE Emerging Market Markets Volatility Index

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{type} for {date}

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	param	t-stat
$ω$	1.2149	6.44
$α$	0.1064	8.61
$β$	0.8332	37.58
$γ_{1}$	-0.2787	-4.22
$γ_{2}$	0.5212	5.23
$γ_{3}$	-0.3834	-5.80
$γ_{4}$	0.1468	2.27
$γ_{5}$	0.0671	0.79
$γ_{6}$	-0.1452	-1.51
$γ_{7}$	0.1582	1.40

V-Lab

Dahua Group Dalian Chemical Industry Co Spline-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