CBOE EFA ETF Volatility Index

EURO STOXX 50 Volatility Index

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	param	t-stat
$ω$	0.0305	22.47
$α$	0.0317	9.28
$β$	0.8919	405.39
$γ$	0.1248	20.11

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FTSE MIB Index GJR-GARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

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