CBOE China ETF Volatility Index

CBOE Emerging Market Markets Volatility Index

{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.8960	3.43***
α ARCH Response to squared shocks	0.1196	4.06***
β GARCH Volatility persistence	0.7300	12.07***

γ₁	-0.1679	-0.51
γ₂	0.3982	0.96
γ₃	-0.6173	-3.31***
γ₄	0.8607	4.84***
γ₅	-0.7089	-5.17***

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