CBOE China ETF Volatility Index

CBOE Emerging Market Markets Volatility Index

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	param	t-stat
$m$	26
$α$	0.0853	18.71
$β$	0.7434	82.28
$γ$	0.0764	11.74
$λ_{1}$	0.0064	2.91
$λ_{2}$	0.0304	5.04
$λ_{3}$	0.9672	137.31

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Shanghai Stock Exchange A Share Index MF2-GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other Shanghai Stock Exchange A Share Index Analyses