CBOE EFA ETF Volatility Index

EURO STOXX 50 Volatility Index

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	param	t-stat
$ω$	0.0072	2.94
$α$	0.0947	37.99
$β$	0.8811	359.35
$γ$	0.5303	18.42

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AEX-Index AGARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

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