CBOE Emerging Market Markets Volatility Index

EURO STOXX 50 Volatility Index

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	param	t-stat
$ω$	1.0752	2.99
$α$	0.1435	8.18
$β$	0.7979	37.22
$γ_{1}$	0.1008	2.59
$γ_{2}$	-0.1786	-3.40
$γ_{3}$	0.1281	4.73
$γ_{4}$	-0.0841	-4.07
$γ_{5}$	0.0460	2.61
$γ_{6}$	-0.0104	-0.68
$γ_{7}$	-0.0007	-0.07

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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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