AVX-512 standard consists of many extensions, and only one (AVX-512F) is mandatory. What exactly is supported by new Skylake-X (Core i9, 79xxX/XE) CPUs? Wikipedia page about AVX has details about Skylake Xeon CPUs (E5-26xx V5), but not about i9. Google also was not very helpful. I also tried to search for some dump of /proc/cpuinfo for this CPU, but without luck.
AVX512 has its own wikipedia page, which says Skylake X supports AVX-512 F, CD, BW, DQ, and VL.
The Aida64 dump found here agrees.