CBOE China ETF Volatility Index

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{type} for {date}

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	param	t-stat
$ω$	2.2243	4.55
$α$	0.0844	2.99
$β$	0.6214	5.21
$γ_{1}$	1.2654	1.50
$γ_{2}$	-1.5547	-1.27
$γ_{3}$	0.8770	1.01
$γ_{4}$	-1.2585	-1.76
$γ_{5}$	1.8781	3.15
$γ_{6}$	-3.3542	-5.98
$γ_{7}$	3.6935	6.29
$γ_{8}$	-1.7336	-3.70

V-Lab

China Petroleum & Chemical Corp Zero Slope Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other China Petroleum & Chemical Corp Analyses