CBOE EFA ETF Volatility Index

EURO STOXX 50 Volatility Index

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	param	t-stat
$ω$	0.2508	15.41
$α$	0.1871	16.13
$β$	0.9341	217.84
$γ$	0.0617	6.68

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CAC40 Volatility Index EGARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

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