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	0.1973	12.11***
α ARCH Response to squared shocks	0.2467	17.81***
β GARCH Volatility persistence	0.9283	144.98***
γ leverage Additional response to negative shocks	0.0552	4.38***

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