CBOE EFA ETF Volatility Index

EURO STOXX 50 Volatility Index

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	param	t-stat
$ω$	0.8032	9.45
$α$	0.1108	6.17
$β$	0.7662	20.48
$γ_{1}$	0.0029	0.85
$γ_{2}$	-0.0041	-0.68

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CAC40 Volatility Index Spline-GARCH Volatility Analysis

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