CBOE China ETF Volatility Index

CBOE Emerging Market Markets Volatility Index

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	param	t-stat
$m$	26
$α$	0.0572	6.29
$β$	0.7059	29.89
$γ$	0.0799	6.41
$λ_{1}$	0.0276	1.59
$λ_{2}$	0.1153	1.57
$λ_{3}$	0.8721	10.99

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Shanghai New Composite Index MF2-GARCH Volatility Analysis

Date Range:

News Impact Curve

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