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	0.3306	15.85***
α ARCH Response to squared shocks	0.1605	20.44***
β GARCH Volatility persistence	0.8075	140.57***
γ leverage Additional response to negative shocks	0.0120	0.96

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