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	7.5857	4.14***
α ARCH Response to squared shocks	0.1568	11.76***
β GARCH Volatility persistence	0.8733	29.87***
ν DF Student-t tail thickness	2.7425	10.44***

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