CBOE China ETF Volatility Index

CBOE Emerging Market Markets Volatility Index

CBOE Volatility Index

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CBOE S&P 500 6-Month Volatility Index

CBOE S&P 500 One-Year Volatility Index

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{type} for {date}

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	param	t-stat
$ω$	1.5097	4.06
$α$	0.4329	6.12
$β$	0.4033	6.27
$γ_{1}$	0.4939	1.95
$γ_{2}$	-0.9981	-2.24
$γ_{3}$	0.9589	1.93
$γ_{4}$	-0.4377	-0.99
$γ_{5}$	-0.3176	-1.04
$γ_{6}$	0.3728	1.43
$γ_{7}$	0.0510	0.16
$γ_{8}$	-0.4982	-1.15

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Acorn International Inc Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Acorn International Inc Analyses