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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	5.0000	7.65***
α ARCH Response to squared shocks	0.2423	25.82***
β GARCH Volatility persistence	0.7486	108.03***

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CBOE EFA ETF Volatility Index MEM Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

Other CBOE EFA ETF Volatility Index Analyses