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	0.0177	12.72***
α ARCH Response to squared shocks	0.0714	22.60***
β GARCH Volatility persistence	0.9286	339.66***
γ leverage Additional response to negative shocks	0.0307	1.86*
δ power Transformation power	1.7796	31.67***

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