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	16.7982	4.28***
α ARCH Response to squared shocks	0.1938	16.71***
β GARCH Volatility persistence	0.9570	94.40***
ν DF Student-t tail thickness	4.8585	7.09***

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Qingdao Paguld Intelligent GAS-GARCH Student T Volatility Analysis

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