CBOE EFA ETF Volatility Index

EURO STOXX 50 Volatility Index

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	param	t-stat
$ω$	0.1629	4.90
$α$	0.0000	0.00
$β$	0.9366	106.92
$γ$	0.0323	4.99

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Universal Music Group N V GJR-GARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

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