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	0.6386	8.63***
α ARCH Response to squared shocks	0.1078	10.37***
β GARCH Volatility persistence	0.8896	119.54***
γ leverage Additional response to negative shocks	-0.0619	-3.90***

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