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Persistence and endogeneity test results for VIX.
| Persistence |
Endogeneity |
|||
|---|---|---|---|---|
| Pre-COVID | Post-COVID | Pre-COVID | Post-COVID | |
| VIX | 0.8741*** | 0.9572*** | −0.0679 | −0.0431 |
Note: ***, **, & * imply statistical significance of coefficients at 1%, 5%, and 10% levels, respectively.
