CBOE EFA ETF Volatility Index

EURO STOXX 50 Volatility Index

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	param	t-stat
$ω$	1.0382	8.30
$α$	0.0999	10.72
$β$	0.8755	83.65
$γ_{1}$	0.0001	0.23

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Klepierre Spline-GARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

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