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	12.6992	7.21***
α ARCH Response to squared shocks	0.1021	11.82***
β GARCH Volatility persistence	0.9215	75.61***
ν DF Student-t tail thickness	4.5115	4.16***

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