CBOE Emerging Market Markets Volatility Index

EURO STOXX 50 Volatility Index

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	param	t-stat
$ω$	0.0318	9.71
$α$	0.0853	9.04
$β$	0.9856	596.26
$γ$	-0.0058	-0.98

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Lena Lighting SA EGARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

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