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	1.2318	8.83***
α ARCH Response to squared shocks	0.0961	4.81***
β GARCH Volatility persistence	0.7814	15.93***

γ₁	0.0363	2.25**
γ₂	-0.0436	-2.14**

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Nancal Technology Co.,Ltd Zero Slope Spline-GARCH Volatility Analysis

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