CBOE EFA ETF Volatility Index

EURO STOXX 50 Volatility Index

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	param	t-stat
$ω$	0.0212	5.81
$α$	0.0000	0.00
$β$	0.9613	391.88
$γ$	0.0615	10.42

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Loreal Sa GJR-GARCH Volatility Analysis

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