CBOE China ETF Volatility Index

CBOE Emerging Market Markets Volatility Index

{name} Model Equation

Spline Coefficients

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.1041	16.64***
α ARCH Response to squared shocks	0.0766	16.19***
β GARCH Volatility persistence	0.9092	360.35***
γ leverage Additional response to negative shocks	-0.0091	-1.18

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