FTSE 100 Implied Volatility Index 30 Days

CBOE EFA ETF Volatility Index

EURO STOXX 50 Volatility Index

{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.5093	11.33***
α ARCH Response to squared shocks	0.0572	6.67***
β GARCH Volatility persistence	0.8188	66.79***
γ leverage Additional response to negative shocks	0.0490	1.78*

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