CBOE China ETF Volatility Index

CBOE Emerging Market Markets Volatility Index

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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.1850	8.75***
α ARCH Response to squared shocks	0.2010	36.64***
β GARCH Volatility persistence	0.7607	106.20***
γ leverage Additional response to negative shocks	-0.0303	-2.20**
δ power Transformation power	0.8894	12.14***

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