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	0.0235	8.70***
α ARCH Response to squared shocks	0.2575	53.29***
β GARCH Volatility persistence	0.7362	253.15***

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PSI 20 Portuguese Stock Index MEM Volatility Analysis

Date Range:

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Volatility Forecast

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