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	0.2762	2.50**
α ARCH Response to squared shocks	0.1450	4.10***
β GARCH Volatility persistence	0.9357	34.78***
γ leverage Additional response to negative shocks	0.0026	0.07

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