CBOE EFA ETF Volatility Index

EURO STOXX 50 Volatility Index

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	param	t-stat
$ω$	1.1241	7.81
$α$	0.1007	10.53
$β$	0.8762	80.25
$γ_{1}$	0.0001	0.20

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CAC 40 Index Spline-GARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

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