CBOE China ETF Volatility Index

CBOE Emerging Market Markets Volatility Index

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	param	t-stat
$ω$	0.0191	13.74
$α$	0.0880	30.75
$β$	0.9097	335.93
$γ$	0.2281	8.50

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Shanghai Stock Exchange Composite Index AGARCH Volatility Analysis

Date Range:

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