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	param	t-stat
$ω$	6.0643	21.87
$α$	0.1785	31.60
$β$	0.7552	131.34
$γ$	-2.4594	-10.63

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CBOE EFA ETF Volatility Index AGARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

Other CBOE EFA ETF Volatility Index Analyses