CBOE EFA ETF Volatility Index

EURO STOXX 50 Volatility Index

{name} Model Equation

Spline Coefficients

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.9674	28.82***
α ARCH Response to squared shocks	0.2200	26.05***
β GARCH Volatility persistence	0.6868	109.69***
γ leverage Additional response to negative shocks	-0.0131	-0.88

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