CBOE Emerging Market Markets 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	0.0112	6.64***
α ARCH Response to squared shocks	0.0653	18.42***
β GARCH Volatility persistence	0.9277	253.88***
γ leverage Additional response to negative shocks	0.3650	13.27***

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