CBOE Emerging Market Markets Volatility Index

EURO STOXX 50 Volatility Index

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	param	t-stat
$ω$	1.1046	3.07
$α$	0.1437	8.17
$β$	0.7988	37.23
$γ_{1}$	0.1053	2.72
$γ_{2}$	-0.1849	-3.52
$γ_{3}$	0.1299	4.74
$γ_{4}$	-0.0831	-3.99
$γ_{5}$	0.0428	2.44
$γ_{6}$	-0.0065	-0.42
$γ_{7}$	-0.0031	-0.29

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

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

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