CBOE EFA ETF 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	0.0314	22.54***
α ARCH Response to squared shocks	0.0940	33.56***
β GARCH Volatility persistence	0.8896	306.75***

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