CBOE China ETF Volatility Index

CBOE Emerging Market Markets Volatility Index

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	param	t-stat
$m$	21
$α$	0.0485	2.98
$β$	0.5998	38.77
$γ$	0.1691	10.05
$λ_{1}$	0.0123	1.16
$λ_{2}$	0.0336	2.42
$λ_{3}$	0.9629	54.12

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Shenzhen Stock Exchange New Index MF2-GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

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