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	1.0547	9.65***
α ARCH Response to squared shocks	0.3574	4.37***
β GARCH Volatility persistence	0.2094	1.95*

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