CBOE China ETF Volatility Index

CBOE Emerging Market Markets Volatility Index

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	param	t-stat
$ω$	3.9928	5.88
$α$	0.0962	33.87
$β$	0.9833	346.37
$ν$	4.7677	12.90

V-Lab

Shenzhen Stock Exchange A Share Index GAS-GARCH Student T Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other Shenzhen Stock Exchange A Share Index Analyses