CBOE China ETF Volatility Index

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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	62.5790	8.02***
α ARCH Response to squared shocks	0.0472	47.67***
β GARCH Volatility persistence	0.9990	8,686.96***
ν DF Student-t tail thickness	3.8789	28.08***

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Lens Technology Co.,Ltd. GAS-GARCH Student T Volatility Analysis

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