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CBOE EFA ETF Volatility Index

EURO STOXX 50 Volatility Index

CBOE Emerging Market Markets Volatility Index

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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.6349	7.53***
α ARCH Response to squared shocks	0.0688	17.18***
β GARCH Volatility persistence	0.8574	138.59***
γ leverage Additional response to negative shocks	0.1510	7.87***
δ power Transformation power	2.2771	26.13***

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Grupo Carso Sab De Cv APARCH Volatility Analysis

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