CBOE Emerging Market Markets Volatility Index

EURO STOXX 50 Volatility Index

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	param	t-stat
$ω$	1.0769	2.99
$α$	0.1436	8.18
$β$	0.7980	37.24
$γ_{1}$	0.1013	2.59
$γ_{2}$	-0.1794	-3.40
$γ_{3}$	0.1282	4.71
$γ_{4}$	-0.0836	-4.04
$γ_{5}$	0.0450	2.55
$γ_{6}$	-0.0093	-0.60
$γ_{7}$	-0.0015	-0.14

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Budapest Stock Exchange Budapest Stock Index Zero Slope Spline-GARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

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