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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	2.0400	9.30***
α ARCH Response to squared shocks	0.1101	17.64***
β GARCH Volatility persistence	0.8324	100.25***

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CBOE EuroCurrency ETF Volatility Index MEM Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

Other CBOE EuroCurrency ETF Volatility Index Analyses