CBOE EFA ETF Volatility Index

EURO STOXX 50 Volatility Index

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	param	t-stat
$ω$	0.0772	4.94
$α$	0.0184	3.78
$β$	0.9729	240.81
$γ$	-0.0055	-0.78

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Stmicroelectronics Nv GJR-GARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

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