CBOE EFA ETF Volatility Index

EURO STOXX 50 Volatility Index

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	param	t-stat
$ω$	74.0319	2.89
$α$	0.1619	31.14
$β$	0.9575	64.49
$ν$	2.2707	70.08

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Strategic Partners A/S GAS-GARCH Student T Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

Other Strategic Partners A/S Analyses