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	0.1055	6.19***
α ARCH Response to squared shocks	0.0343	11.41***
β GARCH Volatility persistence	0.9726	452.58***
γ leverage Additional response to negative shocks	-0.0343	-8.96***

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