CBOE EFA ETF Volatility Index

EURO STOXX 50 Volatility Index

FTSE 100 Implied Volatility Index 30 Days

{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	2.6386	4.51***
α ARCH Response to squared shocks	0.0652	4.61***
β GARCH Volatility persistence	0.9131	164.83***
γ leverage Additional response to negative shocks	0.0064	0.22

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