CBOE China ETF Volatility Index

CBOE Emerging Market Markets Volatility Index

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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	1.2342	15.06***
α ARCH Response to squared shocks	0.1006	20.28***
β GARCH Volatility persistence	0.7831	71.53***

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Nancal Technology Co.,Ltd GARCH Volatility Analysis

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