CBOE China ETF Volatility Index

CBOE Emerging Market Markets Volatility Index

This asset is not actively trading

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	param	t-stat
$m$	66
$α$	0.0947	21.52
$β$	0.7680	100.27
$γ$	0.0583	10.57
$λ_{1}$	0.1316	0.86
$λ_{2}$	0.4715	0.84
$λ_{3}$	0.4926	0.81

V-Lab

Shanghai Stock Exchange Composite Index MF2-GARCH Volatility Analysis

Volatility Prediction for Friday, January 2nd, 2026:10.97% (-0.18%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

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