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	17.0770	4.88***
α ARCH Response to squared shocks	0.1446	18.45***
β GARCH Volatility persistence	0.9399	79.81***
ν DF Student-t tail thickness	3.5985	9.37***

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