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	0.2715	11.74***
α ARCH Response to squared shocks	0.0611	12.23***
β GARCH Volatility persistence	0.9191	247.41***
γ leverage Additional response to negative shocks	-0.0154	-1.85*

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