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	1.1330	16.60***
α ARCH Response to squared shocks	0.1215	21.59***
β GARCH Volatility persistence	0.8248	145.11***
γ leverage Additional response to negative shocks	0.1603	1.04

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