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	1.0942	4.44***
α ARCH Response to squared shocks	0.0891	3.73***
β GARCH Volatility persistence	0.8816	26.96***

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