CBOE EFA ETF Volatility Index

EURO STOXX 50 Volatility Index

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	param	t-stat
$ω$	117.1466	7.10
$α$	0.1170	36.77
$β$	0.9205	80.09
$ν$	2.0148	1,285.79

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Ilkka Oyj GAS-GARCH Student T Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

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