CBOE EFA ETF Volatility Index

EURO STOXX 50 Volatility Index

FTSE 100 Implied Volatility Index 30 Days

{name} Model Equation

Spline Coefficients

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Parameter	Value	t-statistic
ω const Unconditional variance weight	5.0338	1.97**
α ARCH Response to squared shocks	0.5037	4.04***
β GARCH Volatility persistence	0.0845	1.17

γ₁	53.0745	5.59***
γ₂	-81.8749	-5.62***
γ₃	40.0979	3.30***
γ₄	-16.8418	-1.31
γ₅	15.3454	1.21
γ₆	-17.9605	-1.73*
γ₇	10.4421	1.58
γ₈	-1.8118	-0.48

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Abionyx Pharma SA Zero Slope Spline-GARCH Volatility Analysis

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