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	0.2559	10.66***
α ARCH Response to squared shocks	0.0841	11.54***
β GARCH Volatility persistence	0.8765	103.81***

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Sats As GARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

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