EURO STOXX 50 Volatility Index

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	param	t-stat
$m$	21
$α$	0.1303	19.32
$β$	0.6650	33.25
$γ$	0.0511	4.12
$λ_{1}$	0.0058	2.49
$λ_{2}$	0.0533	3.65
$λ_{3}$	0.9432	64.05

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Croatia Zagreb Stock Exchange Crobex Index MF2-GARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

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