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	0.3356	9.79***
α ARCH Response to squared shocks	0.1124	11.34***
β GARCH Volatility persistence	0.8641	112.51***
γ leverage Additional response to negative shocks	-0.0004	-0.03

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