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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	0.7314	17.79***
α ARCH Response to squared shocks	0.1293	7.16***
β GARCH Volatility persistence	0.6890	19.16***

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

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

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