CBOE EFA ETF Volatility Index

EURO STOXX 50 Volatility Index

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{type} for {date}

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	param	t-stat
$ω$	0.0401	13.84
$α$	0.0653	19.12
$β$	0.9126	394.06
$γ$	0.0441	6.66

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Industrial & Financial Systems GJR-GARCH Volatility Analysis

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Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Industrial & Financial Systems Analyses