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	0.0874	13.55***
α ARCH Response to squared shocks	0.1363	15.95***
β GARCH Volatility persistence	0.9657	342.09***
γ leverage Additional response to negative shocks	0.0252	1.82*

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