CBOE China ETF Volatility Index

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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	1.5823	4.29***
α ARCH Response to squared shocks	0.1245	4.06***
β GARCH Volatility persistence	0.7536	13.73***

γ₁	2.0736	3.06***
γ₂	-3.3729	-3.09***
γ₃	2.7436	3.08***
γ₄	-2.6857	-3.52***
γ₅	1.5220	1.68*

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