CBOE EFA ETF Volatility Index

EURO STOXX 50 Volatility Index

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	param	t-stat
$ω$	3.3265	21.93
$α$	0.3381	8.71
$β$	0.1918	7.09
$γ$	0.0394	0.63

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Bellini Nautica S P A GJR-GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

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