CBOE EFA ETF Volatility Index

EURO STOXX 50 Volatility Index

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	param	t-stat
$ω$	0.0179	6.84
$α$	0.1680	33.99
$β$	0.9757	788.09
$γ$	-0.0998	-22.51

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FTSE World Italy Large Cap Index EGARCH Volatility Analysis

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