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	1.1258	3.36***
α ARCH Response to squared shocks	0.2333	10.84***
β GARCH Volatility persistence	0.7050	72.93***

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