CBOE EFA ETF Volatility Index

EURO STOXX 50 Volatility Index

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	param	t-stat
$ω$	0.7038	13.09
$α$	0.1133	5.99
$β$	0.7632	19.77
$γ_{1}$	-0.0017	-5.17

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CAC40 Volatility Index Zero Slope Spline-GARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

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