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	1.0000	1.28
α ARCH Response to squared shocks	0.5199	12.21***
β GARCH Volatility persistence	0.4589	17.12***
γ leverage Additional response to negative shocks	0.1515	7.71***
δ power Transformation power	1.5984	2.38**

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