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	1.1216	7.84***
α ARCH Response to squared shocks	0.1004	10.52***
β GARCH Volatility persistence	0.8764	80.35***

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CAC 40 Index Spline-GARCH Volatility Analysis

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