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	8.9231	6.28***
α ARCH Response to squared shocks	0.2038	7.79***
β GARCH Volatility persistence	0.7977	25.98***
ν DF Student-t tail thickness	3.8067	4.70***

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