CBOE EFA ETF Volatility Index

EURO STOXX 50 Volatility Index

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{type} for {date}

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	param	t-stat
$m$	56
$α$	0.4533	20.99
$β$	0.3240	12.09
$γ$	-0.2531	-8.80
$λ_{1}$	1.1492	0.64
$λ_{2}$	0.1407	0.63
$λ_{3}$	0.7946	2.40

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Global Bioenergies MF2-GARCH Volatility Analysis

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Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Global Bioenergies Analyses