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	0.0267	22.05***
α ARCH Response to squared shocks	0.1448	13.27***
β GARCH Volatility persistence	0.9812	641.29***
γ leverage Additional response to negative shocks	-0.0142	-2.18**

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