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	74.1692	10.44***
α ARCH Response to squared shocks	0.0623	67.55***
β GARCH Volatility persistence	0.9990
ν DF Student-t tail thickness	2.0500	4,226.74***

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