CBOE China ETF Volatility Index

CBOE Emerging Market Markets Volatility Index

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	param	t-stat
$m$	61
$α$	0.0858	15.85
$β$	0.6675	58.05
$γ$	0.1168	15.76
$λ_{1}$	0.1269	1.53
$λ_{2}$	0.2479	1.57
$λ_{3}$	0.7139	3.84

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Shenzhen Stock Exchange A Share Index MF2-GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other Shenzhen Stock Exchange A Share Index Analyses