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	0.0281	8.10***
α ARCH Response to squared shocks	0.0605	9.79***
β GARCH Volatility persistence	0.9196	179.56***
γ leverage Additional response to negative shocks	0.0212	1.54

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