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	0.8946	17.01***
α ARCH Response to squared shocks	0.3004	8.38***
β GARCH Volatility persistence	0.6371	33.83***
γ leverage Additional response to negative shocks	-0.1747	-3.99***

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