CBOE EFA ETF Volatility Index

EURO STOXX 50 Volatility Index

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	param	t-stat
$ω$	0.0360	16.07
$α$	0.0123	5.46
$β$	0.8981	431.98
$γ$	0.1342	27.61

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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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