CBOE EFA ETF Volatility Index

EURO STOXX 50 Volatility Index

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{type} for {date}

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	param	t-stat
$ω$	0.0288	3.24
$α$	0.0514	12.41
$β$	0.9399	172.94
$γ$	0.4098	3.24

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Applus Services SA AGARCH Volatility Analysis

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News Impact Curve

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