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	1.0743	3.00***
α ARCH Response to squared shocks	0.1433	8.18***
β GARCH Volatility persistence	0.7979	37.22***

γ₁	0.1003	2.59***
γ₂	-0.1780	-3.41***
γ₃	0.1281	4.75***
γ₄	-0.0846	-4.10***
γ₅	0.0470	2.66***
γ₆	-0.0115	-0.74
γ₇	-0.0001	-0.01

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