CBOE China ETF Volatility Index

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DAX Volatility Index

CBOE EFA ETF Volatility Index

EURO STOXX 50 Volatility Index

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	param	t-stat
$ω$	61.1857	1.29
$α$	0.6716	4.47
$β$	0.3280	2.19
$γ_{1}$	-0.0264	-0.22
$γ_{2}$	0.0232	0.13
$γ_{3}$	0.1381	1.26
$γ_{4}$	-0.3284	-2.75
$γ_{5}$	0.2513	1.64
$γ_{6}$	0.3350	1.23
$γ_{7}$	-17.2302	-0.61
$γ_{8}$	27.1265	0.31
$γ_{9}$	31.1953	0.32
$γ_{10}$	-168.4646	-4.72

V-Lab

China Mobile Ltd Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other China Mobile Ltd Analyses