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EURO STOXX 50 Volatility Index

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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.7307	17.72***
α ARCH Response to squared shocks	0.1292	7.15***
β GARCH Volatility persistence	0.6898	19.22***

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EURO STOXX 50 Volatility Index Zero Slope Spline-GARCH Volatility Analysis

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News Impact Curve

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Parameter Estimates

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