CBOE China ETF Volatility Index

CBOE Emerging Market Markets Volatility Index

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	param	t-stat
$ω$	0.0180	17.71
$α$	0.1504	18.65
$β$	0.9927	1,483.86
$γ$	-0.0162	-4.14

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Shanghai Stock Exchange Composite Index EGARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other Shanghai Stock Exchange Composite Index Analyses