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	param	t-stat
$ω$	0.1954	13.94
$α$	0.2085	19.12
$β$	0.9581	387.59
$γ$	0.1210	10.35

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CBOE EFA ETF Volatility Index EGARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

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