CBOE EFA ETF Volatility Index

EURO STOXX 50 Volatility Index

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{type} for {date}

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	param	t-stat
$ω$	-0.0726	-1.70
$α$	0.4943	10.32
$β$	0.8203	148.82
$γ$	-0.4082	-4.12

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Blue Solutions AGARCH Volatility Analysis

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Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Blue Solutions Analyses