FTSE 100 Implied Volatility Index 30 Days

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	0.0219	21.61***
α ARCH Response to squared shocks	0.0149	8.53***
β GARCH Volatility persistence	0.8944	498.85***
γ leverage Additional response to negative shocks	0.1371	27.15***

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