CBOE China ETF Volatility Index

CBOE Emerging Market Markets Volatility Index

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	param	t-stat
$ω$	0.0172	18.81
$α$	0.1382	20.03
$β$	0.9935	1,755.31
$γ$	-0.0152	-4.01

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Shanghai Stock Exchange A Share Index EGARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other Shanghai Stock Exchange A Share Index Analyses