S&P / ASX 200 Volatility Index

CBOE EFA ETF Volatility Index

{name} Model Equation

Spline Coefficients

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.0874	5.62***
α ARCH Response to squared shocks	0.0558	21.69***
β GARCH Volatility persistence	0.9380	446.23***

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