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	0.7109	6.57***
α ARCH Response to squared shocks	0.4943	7.00***
β GARCH Volatility persistence	0.5379	15.22***
γ leverage Additional response to negative shocks	-0.1074	-0.81

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