CBOE EFA ETF Volatility Index

EURO STOXX 50 Volatility Index

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	param	t-stat
$ω$	0.0355	16.04
$α$	0.0113	5.15
$β$	0.8994	440.69
$γ$	0.1343	28.22

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CAC 40 Index GJR-GARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

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