CBOE Emerging Market Markets Volatility Index

EURO STOXX 50 Volatility Index

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	param	t-stat
$ω$	1.0802	2.97
$α$	0.1421	8.11
$β$	0.8003	37.34
$γ_{1}$	0.1032	2.60
$γ_{2}$	-0.1821	-3.39
$γ_{3}$	0.1287	4.65
$γ_{4}$	-0.0819	-3.93
$γ_{5}$	0.0419	2.40
$γ_{6}$	-0.0066	-0.43
$γ_{7}$	-0.0025	-0.23

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

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News Impact Curve

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