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	2.4558	4.89***
α ARCH Response to squared shocks	0.1045	11.96***
β GARCH Volatility persistence	0.8525	67.60***

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