CBOE China ETF Volatility Index

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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.4908	12.03***
α ARCH Response to squared shocks	0.0881	12.73***
β GARCH Volatility persistence	0.8840	137.61***
γ leverage Additional response to negative shocks	-0.0202	-1.70*

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