CBOE EFA ETF Volatility Index

EURO STOXX 50 Volatility Index

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	param	t-stat
$m$	66
$α$	0.1983	21.32
$β$	0.6356	55.85
$γ$	0.0062	0.44
$λ_{1}$	0.3111	1.27
$λ_{2}$	0.0166	1.55
$λ_{3}$	0.9532	29.10

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