CBOE China ETF Volatility Index

CBOE Emerging Market Markets Volatility Index

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	param	t-stat
$m$	66
$α$	0.0949	21.36
$β$	0.7630	98.02
$γ$	0.0615	10.93
$λ_{1}$	0.1346	0.84
$λ_{2}$	0.4741	0.83
$λ_{3}$	0.4890	0.78

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