CBOE China ETF Volatility Index

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{type} for {date}

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	param	t-stat
$ω$	1.9478	4.70
$α$	0.0900	3.51
$β$	0.6745	7.13
$γ_{1}$	0.3828	1.07
$γ_{2}$	-0.3794	-0.78
$γ_{3}$	0.2161	0.89
$γ_{4}$	-0.9401	-4.01
$γ_{5}$	1.8284	5.38

V-Lab

China Petroleum & Chemical Corp Spline-GARCH Volatility Analysis

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Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other China Petroleum & Chemical Corp Analyses