CBOE EFA ETF Volatility Index

EURO STOXX 50 Volatility Index

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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.5736	16.69***
α ARCH Response to squared shocks	0.1796	20.65***
β GARCH Volatility persistence	0.7016	58.17***

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D.L.S.I. GARCH Volatility Analysis

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