CBOE EFA ETF Volatility Index

EURO STOXX 50 Volatility Index

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	param	t-stat
$ω$	0.0304	22.49
$α$	0.0315	9.39
$β$	0.8921	407.54
$γ$	0.1249	20.38

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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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