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	0.8628	11.78***
α ARCH Response to squared shocks	0.1034	8.51***
β GARCH Volatility persistence	0.8239	84.37***
γ leverage Additional response to negative shocks	-0.0336	-1.65*

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