CBOE Emerging Market Markets Volatility Index

EURO STOXX 50 Volatility Index

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	param	t-stat
$ω$	1.4486	2.22
$α$	0.4306	3.43
$β$	0.1478	1.22
$γ_{1}$	46.8754	1.20
$γ_{2}$	-61.9727	-1.15
$γ_{3}$	4.6230	0.13
$γ_{4}$	53.8717	1.24
$γ_{5}$	-112.2567	-2.65
$γ_{6}$	137.4383	4.21
$γ_{7}$	-96.5640	-5.07

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G-Devs SA Zero Slope Spline-GARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

Other G-Devs SA Analyses