CBOE EFA ETF Volatility Index

EURO STOXX 50 Volatility Index

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	param	t-stat
$ω$	0.0254	18.45
$α$	0.0227	8.20
$β$	0.8926	414.58
$γ$	0.1303	24.59

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AEX-Index GJR-GARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

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