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	0.8714	11.89***
α ARCH Response to squared shocks	0.1040	8.60***
β GARCH Volatility persistence	0.8220	84.10***
γ leverage Additional response to negative shocks	-0.0319	-1.55

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