CBOE Emerging Market Markets Volatility Index

EURO STOXX 50 Volatility Index

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{type} for {date}

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	param	t-stat
$ω$	0.7453	7,453,310.00
$α$	0.2161	2,161,200.00
$β$	0.7093	7,093,460.00
$γ_{1}$	-5.7412	-57,411,670.00
$γ_{2}$	-7.0018	-70,018,170.00
$γ_{3}$	19.1547	191,546,900.00
$γ_{4}$	13.6120	136,120,400.00
$γ_{5}$	-21.2220	-212,220,200.00
$γ_{6}$	-2.1770	-21,770,310.00
$γ_{7}$	9.0349	90,349,430.00
$γ_{8}$	31.6064	316,063,900.00
$γ_{9}$	-109.2998	-1,092,998,000.00
$γ_{10}$	107.6996	1,076,996,000.00

V-Lab

Rosbank PJSC Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, January 17th, 2025:4,239,921,173,795,570,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000.00% (0.00%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Rosbank PJSC Analyses