CBOE EFA ETF Volatility Index

EURO STOXX 50 Volatility Index

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{type} for {date}

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	param	t-stat
$ω$	1.1895	20.67
$α$	0.1894	19.70
$β$	0.6103	72.60
$γ$	-0.0773	-0.49

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Digital360 Spa AGARCH Volatility Analysis

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News Impact Curve

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