CBOE China ETF Volatility Index

CBOE Emerging Market Markets Volatility Index

{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	1.5839	4.30***
α ARCH Response to squared shocks	0.1236	3.98***
β GARCH Volatility persistence	0.7540	13.53***

γ₁	2.0850	3.09***
γ₂	-3.3982	-3.13***
γ₃	2.7903	3.14***
γ₄	-2.7986	-3.73***
γ₅	1.8317	3.95***

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