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	0.2801	4.39***
α ARCH Response to squared shocks	0.3306	31.79***
β GARCH Volatility persistence	0.6468	52.40***
γ leverage Additional response to negative shocks	-0.0003	-0.02
δ power Transformation power	0.8558	5.97***

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