CBOE EFA ETF Volatility Index

EURO STOXX 50 Volatility Index

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	param	t-stat
$m$	26
$α$	0.0601	12.43
$β$	0.7584	90.37
$γ$	0.1511	20.86
$λ_{1}$	0.0033	3.99
$λ_{2}$	0.0284	6.30
$λ_{3}$	0.9695	204.97

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PSI All-Share Index Gross Return MF2-GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

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