CBOE China ETF Volatility Index

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	param	t-stat
$m$	61
$α$	0.0363	6.24
$β$	0.8551	145.03
$γ$	0.0804	11.89
$λ_{1}$	0.5463	0.28
$λ_{2}$	0.8418	0.28
$λ_{3}$	0.0000	0.00

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iShares China Large-Cap ETF MF2-GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other iShares China Large-Cap ETF Analyses