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CBOE EFA ETF Volatility Index

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	param	t-stat
$m$	121
$α$	0.0609	6.08
$β$	0.1668	7.61
$γ$	0.2357	9.26
$λ_{1}$	0.3038	0.96
$λ_{2}$	0.1154	1.38
$λ_{3}$	0.7922	6.87

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