CBOE China ETF Volatility Index

CBOE Emerging Market Markets Volatility Index

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	param	t-stat
$ω$	0.0170	12.46
$α$	0.0678	14.23
$β$	0.9248	281.27
$γ$	0.0021	0.29

V-Lab

Shanghai New Composite Index GJR-GARCH Volatility Analysis

Date Range:

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