EURO STOXX 50 Volatility Index

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	param	t-stat
$m$	21
$α$	0.1610	23.01
$β$	0.4262	25.71
$γ$	0.2040	17.32
$λ_{1}$	0.0256	2.79
$λ_{2}$	0.0892	3.94
$λ_{3}$	0.8843	33.95

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Ljubljana Stock Exchange Slovenian Blue-Chip SBITOP Index MF2-GARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

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