CBOE EFA ETF Volatility Index

EURO STOXX 50 Volatility Index

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	param	t-stat
$ω$	0.0159	7.45
$α$	0.1666	33.98
$β$	0.9769	909.63
$γ$	-0.0970	-22.77

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FTSE MIB Index EGARCH Volatility Analysis

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News Impact Curve

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