CBOE China ETF Volatility Index

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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	10.5652	4.43***
α ARCH Response to squared shocks	0.0644	24.71***
β GARCH Volatility persistence	0.9864	292.34***
ν DF Student-t tail thickness	4.9762	7.14***

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Sichuan Haite High-tech Co Ltd GAS-GARCH Student T Volatility Analysis

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