CBOE China ETF Volatility Index

CBOE Emerging Market Markets Volatility Index

{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	2.1943	3.58***
α ARCH Response to squared shocks	0.2720	1.80*
β GARCH Volatility persistence	0.0433	0.31

γ₁	526.1000	5.99***
γ₂	-804.0977	-5.55***
γ₃	406.4846	3.76***
γ₄	-163.1661	-2.49**

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