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	2.4038	25.40***
α ARCH Response to squared shocks	0.2554	24.26***
β GARCH Volatility persistence	0.5838	102.14***
γ leverage Additional response to negative shocks	-0.3652	-2.48**

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