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	0.3953	13.97***
α ARCH Response to squared shocks	0.3216	20.16***
β GARCH Volatility persistence	0.6617	64.41***
γ leverage Additional response to negative shocks	-0.0078	-0.29

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