CBOE China ETF Volatility Index

CBOE Emerging Market Markets Volatility Index

CBOE Volatility Index

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CBOE Russell 2000 Volatility Index

CBOE S&P 500 9-Day Volatility Index

CBOE 3-Month Volatility Index

CBOE 1-Day Volatility Index

CBOE S&P 500 6-Month Volatility Index

CBOE S&P 500 One-Year Volatility Index

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	param	t-stat
$ω$	1.0132	6.96
$α$	0.0868	4.48
$β$	0.8346	25.97
$γ_{1}$	0.0122	0.17
$γ_{2}$	0.0645	0.61
$γ_{3}$	-0.1807	-2.82
$γ_{4}$	0.1462	3.68

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JD.com Inc Zero Slope Spline-GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

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