CBOE China ETF Volatility Index

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CBOE Volatility Index

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CBOE S&P 500 6-Month Volatility Index

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{type} for {date}

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	param	t-stat
$ω$	1.4662	4.17
$α$	0.4103	6.75
$β$	0.4256	7.04
$γ_{1}$	0.4807	1.89
$γ_{2}$	-0.9787	-2.18
$γ_{3}$	0.9443	1.89
$γ_{4}$	-0.4144	-0.94
$γ_{5}$	-0.3568	-1.17
$γ_{6}$	0.4510	1.69
$γ_{7}$	-0.1424	-0.44
$γ_{8}$	0.0521	0.17

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Acorn International Inc Zero Slope Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Acorn International Inc Analyses