CBOE Emerging Market Markets Volatility Index

EURO STOXX 50 Volatility Index

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	param	t-stat
$ω$	0.8512	1.99
$α$	0.1549	5.91
$β$	0.7759	22.51
$γ_{1}$	-1.0178	-0.99
$γ_{2}$	1.8498	1.25
$γ_{3}$	-1.2861	-1.90
$γ_{4}$	0.5641	1.28
$γ_{5}$	-0.1218	-0.27
$γ_{6}$	-0.0967	-0.21
$γ_{7}$	0.2741	0.59
$γ_{8}$	-0.3229	-0.69
$γ_{9}$	0.4567	1.13
$γ_{10}$	-0.5023	-1.60

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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