CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	0.0115	24.78
$α$	0.0607	15.98
$β$	0.8993	386.78
$γ$	0.0434	5.84

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S&P/NZX All Index GJR-GARCH Volatility Analysis

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News Impact Curve

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