CBOE EFA ETF Volatility Index

EURO STOXX 50 Volatility Index

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	param	t-stat
$ω$	0.0744	25.09
$α$	0.0664	20.47
$β$	0.8800	347.68
$γ$	0.0561	8.45

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Klepierre GJR-GARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

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