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	1.3978	4.00***
α ARCH Response to squared shocks	0.2746	3.52***
β GARCH Volatility persistence	0.2153	2.00**

γ₁	10.3782	3.10***
γ₂	-16.1016	-3.12***
γ₃	10.5291	2.62***
γ₄	-8.5037	-1.73*
γ₅	6.2278	1.38
γ₆	-3.3031	-0.93
γ₇	-0.7070	-0.17
γ₈	4.4397	1.34
γ₉	-4.8001	-2.43**

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