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	0.4576	12.22***
α ARCH Response to squared shocks	0.1034	15.69***
β GARCH Volatility persistence	0.8849	142.19***
γ leverage Additional response to negative shocks	-0.0405	-4.29***

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