CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	0.9961	9.86
$α$	0.1210	3.40
$β$	0.6266	7.13
$γ_{1}$	0.0011	0.31

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Van Lanschot Kempen NV Zero Slope Spline-GARCH Volatility Analysis

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News Impact Curve

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