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	0.3587	17.42***
α ARCH Response to squared shocks	0.1133	23.36***
β GARCH Volatility persistence	0.7307	67.78***
γ leverage Additional response to negative shocks	0.2136	4.02***

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