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

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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	0.9844	7.60***
α ARCH Response to squared shocks	0.0000	0.00
β GARCH Volatility persistence	0.9954	5.58***

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Global X Nasdaq-100 Income Edge ETF Zero Slope Spline-GARCH Volatility Analysis

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