CBOE China ETF Volatility Index

CBOE Emerging Market Markets Volatility Index

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	param	t-stat
$m$	26
$α$	0.0852	18.74
$β$	0.7439	82.27
$γ$	0.0761	11.72
$λ_{1}$	0.0065	2.92
$λ_{2}$	0.0304	5.02
$λ_{3}$	0.9671	136.50

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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