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	0.1909	9.62***
α ARCH Response to squared shocks	0.1751	10.43***
β GARCH Volatility persistence	0.9203	116.01***
γ leverage Additional response to negative shocks	0.0296	2.23**

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