CBOE EFA ETF Volatility Index

EURO STOXX 50 Volatility Index

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	param	t-stat
$ω$	1.0333	9.56
$α$	0.3596	4.33
$β$	0.1935	1.81
$γ_{1}$	0.0036	0.27

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

Date Range:

News Impact Curve

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