CBOE Brazil 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	1.9708	11.26***
α ARCH Response to squared shocks	0.1861	15.00***
β GARCH Volatility persistence	0.7751	61.16***
γ leverage Additional response to negative shocks	1.1127	5.54***

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