CBOE China ETF Volatility Index

CBOE Emerging Market Markets Volatility Index

This asset is not actively trading

{type} for {date}

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	param	t-stat
$m$	66
$α$	0.0944	21.54
$β$	0.7680	100.47
$γ$	0.0585	10.64
$λ_{1}$	0.1319	0.85
$λ_{2}$	0.4760	0.83
$λ_{3}$	0.4881	0.79

V-Lab

Shanghai Stock Exchange Composite Index MF2-GARCH Volatility Analysis

Volatility Prediction for Monday, January 26th, 2026:10.71% (-0.16%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

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