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	5.0254	2.00**
α ARCH Response to squared shocks	0.5071	3.89***
β GARCH Volatility persistence	0.0619	1.07

γ₁	53.2539	5.69***
γ₂	-82.1595	-5.71***
γ₃	40.2833	3.36***
γ₄	-16.7781	-1.32
γ₅	14.6667	1.18
γ₆	-16.3622	-1.60
γ₇	7.1431	1.04
γ₈	5.9771	0.62

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