CBOE EFA ETF Volatility Index

EURO STOXX 50 Volatility Index

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	param	t-stat
$ω$	-0.0012	-0.67
$α$	0.0996	2.82
$β$	0.9170	34.89
$γ$	0.0753	0.61

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Alcatel-Lucent SA AGARCH Volatility Analysis

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Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Alcatel-Lucent SA Analyses