CBOE EFA ETF Volatility Index

{name} Model Equation

Spline Coefficients

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.0186	29.21***
α ARCH Response to squared shocks	0.1426	41.20***
β GARCH Volatility persistence	0.8061	318.87***
γ leverage Additional response to negative shocks	0.0710	11.80***

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Straits Times Index STI Asy. MEM Volatility Analysis

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