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	0.9666	18.52***
α ARCH Response to squared shocks	0.2134	26.16***
β GARCH Volatility persistence	0.6869	109.72***

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