CBOE China ETF Volatility Index

CBOE Emerging Market Markets Volatility Index

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	param	t-stat
$ω$	0.0179	17.73
$α$	0.1502	18.68
$β$	0.9927	1,490.60
$γ$	-0.0161	-4.12

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Shanghai Stock Exchange Composite Index EGARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other Shanghai Stock Exchange Composite Index Analyses