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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	1.0944	11.67***
α ARCH Response to squared shocks	0.0966	16.92***
β GARCH Volatility persistence	0.8729	122.74***

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CBOE EuroCurrency ETF Volatility Index GARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

Other CBOE EuroCurrency ETF Volatility Index Analyses