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	0.1561	14.00***
α ARCH Response to squared shocks	0.2626	22.13***
β GARCH Volatility persistence	0.7114	82.26***
γ leverage Additional response to negative shocks	0.0318	0.59

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