CBOE China ETF Volatility Index

CBOE Emerging Market Markets Volatility Index

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	param	t-stat
$m$	66
$α$	0.0955	21.47
$β$	0.7626	97.51
$γ$	0.0610	10.84
$λ_{1}$	0.1349	0.84
$λ_{2}$	0.4738	0.83
$λ_{3}$	0.4895	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