CBOE EFA ETF Volatility Index

EURO STOXX 50 Volatility Index

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	param	t-stat
$ω$	0.0305	21.40
$α$	0.1630	44.32
$β$	0.9788	1,046.80
$γ$	-0.0457	-12.18

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Klepierre EGARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

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