CBOE EFA ETF Volatility Index

EURO STOXX 50 Volatility Index

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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.4017	5.05***
α ARCH Response to squared shocks	0.1749	10.17***
β GARCH Volatility persistence	0.7645	66.89***

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