CBOE EFA ETF Volatility Index

EURO STOXX 50 Volatility Index

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	param	t-stat
$ω$	5.0000	10.63
$α$	0.4968	7.53
$β$	0.4950	20.01
$γ$	-0.0906	-1.15

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Strategic Partners A/S GJR-GARCH Volatility Analysis

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Volatility Forecast

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