CBOE China ETF Volatility Index

CBOE Emerging Market Markets Volatility Index

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	param	t-stat
$m$	66
$α$	0.0893	19.75
$β$	0.7417	101.08
$γ$	0.0614	10.51
$λ_{1}$	0.4706	4.11
$λ_{2}$	0.8163	19.92
$λ_{3}$	0.0643	1.05

V-Lab

Shenzhen Stock Exchange Composite Index MF2-GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other Shenzhen Stock Exchange Composite Index Analyses