CBOE EFA ETF Volatility Index

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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	324.2642	2.12**
α ARCH Response to squared shocks	0.1736	14.27***
β GARCH Volatility persistence	0.8970	18.29***
ν DF Student-t tail thickness	2.0574	119.86***

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Abionyx Pharma SA GAS-GARCH Student T Volatility Analysis

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