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	0.2679	14.17***
α ARCH Response to squared shocks	0.0572	21.28***
β GARCH Volatility persistence	0.9167	260.42***

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