CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	0.0190	21.94
$α$	0.0650	23.17
$β$	0.8603	292.11
$γ$	0.1165	13.35

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FTSE ST All-Share Index GJR-GARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

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