CBOE China ETF Volatility Index

CBOE Emerging Market Markets Volatility Index

{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.0760	9.61***
α ARCH Response to squared shocks	0.0133	0.00
β GARCH Volatility persistence	0.9716	389.26***
γ leverage Additional response to negative shocks	-1.0000	0.00
δ power Transformation power	1.6518	15.94***

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