CBOE Emerging Market Markets Volatility Index

CBOE EFA ETF Volatility Index

EURO STOXX 50 Volatility Index

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	param	t-stat
$ω$	0.0682	8.01
$α$	0.1505	24.45
$β$	0.8679	160.62
$γ$	-0.1361	-1.34

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Agricultural Bank of Greece AGARCH Volatility Analysis

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Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Agricultural Bank of Greece Analyses