CBOE EFA ETF Volatility Index

EURO STOXX 50 Volatility Index

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	param	t-stat
$ω$	1.0510	9.52
$α$	0.3633	4.36
$β$	0.2006	1.88
$γ_{1}$	0.0059	0.45

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Bellini Nautica S P A Zero Slope Spline-GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

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