CBOE China ETF Volatility Index

CBOE Emerging Market Markets Volatility Index

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	param	t-stat
$ω$	6.2862	3.86
$α$	0.1302	56.42
$β$	0.9840	243.14
$ν$	2.9794	43.82

V-Lab

Shanghai Stock Exchange B Share Index GAS-GARCH Student T Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other Shanghai Stock Exchange B Share Index Analyses