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	0.4350	12.85***
α ARCH Response to squared shocks	0.1578	9.84***
β GARCH Volatility persistence	0.8309	97.06***
γ leverage Additional response to negative shocks	-0.0403	-1.64

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