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	1.4894	5.84***
α ARCH Response to squared shocks	0.1347	3.13***
β GARCH Volatility persistence	0.7944	13.69***

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