CBOE Volatility Index

CBOE NASDAQ-100 Volatility Index

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CBOE Russell 2000 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	0.0143	1.93*
α ARCH Response to squared shocks	0.0003	0.00
β GARCH Volatility persistence	0.9994	38.37***
γ leverage Additional response to negative shocks	1.0000	0.00
δ power Transformation power	1.9155	4.48***

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Global X Nasdaq-100 Income Edge ETF APARCH Volatility Analysis

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