CBOE Emerging Market Markets 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	0.0412	16.17***
α ARCH Response to squared shocks	0.2633	25.27***
β GARCH Volatility persistence	0.9539	377.50***
γ leverage Additional response to negative shocks	-0.0452	-7.73***

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