S&P / ASX 200 Volatility Index

CBOE EFA ETF Volatility Index

{name} Model Equation

Spline Coefficients

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.6306	3.70***
α ARCH Response to squared shocks	0.1615	13.83***
β GARCH Volatility persistence	0.8384	113.43***

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