CBOE EFA ETF Volatility Index

EURO STOXX 50 Volatility Index

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	param	t-stat
$ω$	0.2106	14.84
$α$	0.3215	19.49
$β$	0.9046	150.39
$γ$	0.0044	0.25

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Digital360 Spa EGARCH Volatility Analysis

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News Impact Curve

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