CBOE EFA ETF Volatility Index

EURO STOXX 50 Volatility Index

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	param	t-stat
$ω$	0.0283	13.68
$α$	0.0312	9.22
$β$	0.9538	485.62
$γ$	0.0195	3.70

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SES SA GJR-GARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

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