CBOE China ETF Volatility Index

CBOE Emerging Market Markets Volatility Index

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	param	t-stat
$m$	61
$α$	0.1070	23.19
$β$	0.7626	97.60
$γ$	0.0638	9.32
$λ_{1}$	0.0211	3.64
$λ_{2}$	0.0764	3.93
$λ_{3}$	0.9178	41.93

V-Lab

Shanghai Stock Exchange Composite Index MF2-GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other Shanghai Stock Exchange Composite Index Analyses