CBOE EFA ETF Volatility Index

EURO STOXX 50 Volatility Index

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	param	t-stat
$ω$	1.1454	18.82
$α$	0.5352	23.34
$β$	0.4115	12.94
$γ$	0.0086	0.33

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Bellini Nautica S P A EGARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

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