CBOE Volatility Index

CBOE NASDAQ-100 Volatility Index

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CBOE Russell 2000 Volatility Index

CBOE S&P 500 9-Day Volatility Index

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CBOE 1-Day Volatility Index

CBOE S&P 500 6-Month Volatility Index

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CBOE Skew Index

{name} Model Equation

Spline Coefficients

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.0827	3.60***
α ARCH Response to squared shocks	0.0329	1.37
β GARCH Volatility persistence	0.9152	20.47***
γ leverage Additional response to negative shocks	-1.0000	-175.31***
δ power Transformation power	0.5000	0.61

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Global X Nasdaq-100 Income Edge ETF Asy. Power MEM Volatility Analysis

Date Range:

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