CBOE EFA ETF Volatility Index

EURO STOXX 50 Volatility Index

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	param	t-stat
$ω$	0.7649	9.65
$α$	0.2417	10.99
$β$	0.5568	27.76
$γ$	-0.6830	-4.01

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Exclusive Networks Corporate SAS AGARCH Volatility Analysis

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News Impact Curve

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