CBOE Emerging Market Markets Volatility Index

EURO STOXX 50 Volatility Index

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	param	t-stat
$ω$	1.0980	3.07
$α$	0.1440	8.19
$β$	0.7978	37.21
$γ_{1}$	0.1043	2.70
$γ_{2}$	-0.1833	-3.50
$γ_{3}$	0.1293	4.74
$γ_{4}$	-0.0835	-4.03
$γ_{5}$	0.0442	2.51
$γ_{6}$	-0.0083	-0.54
$γ_{7}$	-0.0019	-0.18

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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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