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	1.2436	4.07***
α ARCH Response to squared shocks	0.0581	4.58***
β GARCH Volatility persistence	0.9052	48.45***

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East Money Information Co Ltd Spline-GARCH Volatility Analysis

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