CBOE Emerging Market Markets Volatility Index

EURO STOXX 50 Volatility Index

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	param	t-stat
$ω$	1.0780	2.99
$α$	0.1437	8.17
$β$	0.7978	37.20
$γ_{1}$	0.1016	2.60
$γ_{2}$	-0.1798	-3.40
$γ_{3}$	0.1282	4.71
$γ_{4}$	-0.0833	-4.02
$γ_{5}$	0.0445	2.53
$γ_{6}$	-0.0087	-0.56
$γ_{7}$	-0.0019	-0.17

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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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