CBOE EFA ETF Volatility Index

EURO STOXX 50 Volatility Index

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	param	t-stat
$ω$	1,038.7590	8.29
$α$	0.1081	174.95
$β$	0.9980	4,264.75
$ν$	2.0097	24,508.94

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Rothschild & Co GAS-GARCH Student T Volatility Analysis

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Date Range:

Parameter Estimates

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