CBOE EFA ETF Volatility Index

EURO STOXX 50 Volatility Index

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	param	t-stat
$ω$	0.1667	15.94
$α$	0.0465	9.44
$β$	0.8565	136.74
$γ$	0.0852	7.18

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Cellnex Telecom SAU GJR-GARCH Volatility Analysis

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