CBOE EFA ETF Volatility Index

EURO STOXX 50 Volatility Index

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	param	t-stat
$ω$	0.4954	9.58
$α$	0.1750	13.66
$β$	0.7851	100.24
$γ$	0.0431	1.87

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Euro Ressources Sa GJR-GARCH Volatility Analysis

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