CBOE China ETF Volatility Index

CBOE Emerging Market Markets Volatility Index

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	param	t-stat
$ω$	5.1785	4.18
$α$	0.1589	44.56
$β$	0.9710	141.22
$ν$	2.8334	41.65

V-Lab

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

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other Shenzhen Stock Exchange B Share Index Analyses