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	0.8403	3.65***
α ARCH Response to squared shocks	0.0867	3.84***
β GARCH Volatility persistence	0.8499	19.60***

γ₁	-0.3708	-1.04
γ₂	0.8948	1.62
γ₃	-1.0058	-2.67***
γ₄	0.8391	3.03***
γ₅	-0.5321	-3.10***

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