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	14.2330	5.41***
α ARCH Response to squared shocks	0.0808	20.03***
β GARCH Volatility persistence	0.9694	159.32***
ν DF Student-t tail thickness	4.7252	5.34***

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