CBOE Emerging Market Markets Volatility Index

EURO STOXX 50 Volatility Index

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	param	t-stat
$ω$	0.8471	1.96
$α$	0.1550	5.91
$β$	0.7758	22.57
$γ_{1}$	-1.0403	-0.99
$γ_{2}$	1.8860	1.25
$γ_{3}$	-1.3033	-1.91
$γ_{4}$	0.5699	1.27
$γ_{5}$	-0.1326	-0.29
$γ_{6}$	-0.0728	-0.16
$γ_{7}$	0.2417	0.51
$γ_{8}$	-0.3053	-0.63
$γ_{9}$	0.4802	1.11
$γ_{10}$	-0.5385	-1.59

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OZE Capital SA Zero Slope Spline-GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other OZE Capital SA Analyses