CBOE China ETF Volatility Index

CBOE Emerging Market Markets Volatility Index

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	param	t-stat
$ω$	0.0188	14.37
$α$	0.0650	16.83
$β$	0.9189	310.45
$γ$	0.0288	5.53

V-Lab

Shanghai Stock Exchange Composite Index GJR-GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other Shanghai Stock Exchange Composite Index Analyses