FTSE 100 Implied Volatility Index 30 Days

CBOE EFA ETF Volatility Index

EURO STOXX 50 Volatility Index

{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	1.0057	7.22***
α ARCH Response to squared shocks	0.1213	28.51***
β GARCH Volatility persistence	0.8699	234.04***
γ leverage Additional response to negative shocks	1.2759	4.30***

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