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	1.0487	4.28***
α ARCH Response to squared shocks	0.1430	4.37***
β GARCH Volatility persistence	0.7888	16.29***

γ₁	0.1873	1.66*
γ₂	-0.2691	-1.93*

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