Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

{name} Model Equation

Spline Coefficients

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.2401	26.03***
α ARCH Response to squared shocks	0.1221	35.34***
β GARCH Volatility persistence	0.8360	217.71***

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