CBOE EFA ETF Volatility Index

EURO STOXX 50 Volatility Index

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	param	t-stat
$ω$	2.7121	15.96
$α$	0.1233	16.21
$β$	0.8423	121.34
$γ$	-0.0642	-5.94

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CAC40 Volatility Index GJR-GARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

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