CBOE EFA ETF Volatility Index

EURO STOXX 50 Volatility Index

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	param	t-stat
$ω$	2.1798	3.51
$α$	0.0397	8.62
$β$	0.9768	160.71
$ν$	3.8937	3.70

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Loreal Sa GAS-GARCH Student T Volatility Analysis

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News Impact Curve

Volatility Forecast

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