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	0.3676	9.04***
α ARCH Response to squared shocks	0.2886	35.04***
β GARCH Volatility persistence	0.6357	57.36***
γ leverage Additional response to negative shocks	-0.0125	-0.93
δ power Transformation power	1.0932	12.41***

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