CBOE EFA ETF Volatility Index

EURO STOXX 50 Volatility Index

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	param	t-stat
$ω$	0.0695	21.30
$α$	0.1016	44.14
$β$	0.8697	331.94
$γ$	0.3988	17.13

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Klepierre AGARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

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