CBOE EFA ETF Volatility Index

EURO STOXX 50 Volatility Index

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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.1429	10.02***
α ARCH Response to squared shocks	0.0655	29.90***
β GARCH Volatility persistence	0.9120	261.48***

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Leonardo SpA GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

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