CBOE EFA ETF Volatility Index

EURO STOXX 50 Volatility Index

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	param	t-stat
$ω$	3.0776	8.86
$α$	0.1003	4.14
$β$	0.7053	24.80
$γ$	-0.0239	-0.70

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Bioarctic Ab (Publ) GJR-GARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

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