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	1.8206	6.94***
α ARCH Response to squared shocks	0.0776	8.39***
β GARCH Volatility persistence	0.9016	85.89***

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

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