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	0.2374	15.56***
α ARCH Response to squared shocks	0.1264	17.20***
β GARCH Volatility persistence	0.8464	163.90***
γ leverage Additional response to negative shocks	-0.0036	-0.28

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Zhejiang Kingland Pipeline & Technologies Co Ltd GJR-GARCH Volatility Analysis

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