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	1.9049	5.46***
α ARCH Response to squared shocks	0.0774	8.48***
β GARCH Volatility persistence	0.9039	89.32***

γ₁	0.0041	2.33**
γ₂	-0.0039	-1.84*

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Warsaw Stock Exchange WIG Total Return Index Zero Slope Spline-GARCH Volatility Analysis

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