CBOE EFA ETF Volatility Index

EURO STOXX 50 Volatility Index

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	param	t-stat
$ω$	0.0459	24.80
$α$	0.0972	42.65
$β$	0.9008	385.12
$γ$	0.2933	18.18
$δ$	1.0814	33.39

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Klepierre APARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

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