CBOE EFA ETF Volatility Index

EURO STOXX 50 Volatility Index

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{type} for {date}

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	param	t-stat
$ω$	0.7883	8.08
$α$	0.1580	13.22
$β$	0.7012	40.36
$γ$	-0.0494	-1.10
$δ$	1.8838	14.28

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Digital360 Spa APARCH Volatility Analysis

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