CBOE EFA ETF Volatility Index

EURO STOXX 50 Volatility Index

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	param	t-stat
$ω$	3.7253	29.11
$α$	0.3657	17.86
$β$	0.1303	6.84
$γ$	0.1074	1.23

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Bellini Nautica S P A AGARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

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