CBOE EFA ETF Volatility Index

EURO STOXX 50 Volatility Index

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{type} for {date}

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	param	t-stat
$ω$	0.0516	3.91
$α$	0.1356	22.70
$β$	0.9920	424.64
$γ$	-0.0812	-8.68

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Industrial & Financial Systems EGARCH Volatility Analysis

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Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Industrial & Financial Systems Analyses