CBOE Emerging Market Markets Volatility Index

EURO STOXX 50 Volatility Index

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	param	t-stat
$ω$	0.0410	16.02
$α$	0.2621	25.04
$β$	0.9543	377.17
$γ$	-0.0454	-7.69

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Budapest Stock Exchange Budapest Stock Index EGARCH Volatility Analysis

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News Impact Curve

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