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	1.0435	13.45***
α ARCH Response to squared shocks	0.2426	18.04***
β GARCH Volatility persistence	0.7302	82.51***
γ leverage Additional response to negative shocks	-0.0722	-3.07***

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Capitalonline Data Service Co Ltd Asy. MEM Volatility Analysis

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