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	0.1904	8.73***
α ARCH Response to squared shocks	0.2011	36.33***
β GARCH Volatility persistence	0.7606	105.20***
γ leverage Additional response to negative shocks	-0.0339	-2.47**
δ power Transformation power	0.9094	12.41***

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