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	0.5255	22.36***
α ARCH Response to squared shocks	0.0883	36.47***
β GARCH Volatility persistence	0.8611	349.77***
γ leverage Additional response to negative shocks	0.0000	0.00

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