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	0.9990	12.72***
α ARCH Response to squared shocks	0.1416	16.42***
β GARCH Volatility persistence	0.7922	96.37***
γ leverage Additional response to negative shocks	0.3154	1.59

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