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	0.7924	8.85***
α ARCH Response to squared shocks	0.0305	2.46**
β GARCH Volatility persistence	0.9396	40.70***

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Loreal Sa Zero Slope Spline-GARCH Volatility Analysis

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