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	1.5013	8.86***
α ARCH Response to squared shocks	0.0716	7.21***
β GARCH Volatility persistence	0.9079	66.38***

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Jiangsu Guotai International Group Guomao Co Ltd Zero Slope Spline-GARCH Volatility Analysis

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