CBOE EFA ETF Volatility Index

EURO STOXX 50 Volatility Index

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	param	t-stat
$ω$	0.0377	0.53
$α$	0.1133	5.87
$β$	1.0000	43.67
$γ$	-0.1915	-5.72

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First Atlantic Real Estate EGARCH Volatility Analysis

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Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other First Atlantic Real Estate Analyses