CBOE Emerging Market Markets Volatility Index

EURO STOXX 50 Volatility Index

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	param	t-stat
$ω$	2.0955	6.15
$α$	0.2375	8.97
$β$	0.5100	10.37
$γ_{1}$	0.0280	0.37
$γ_{2}$	-0.0067	-0.06
$γ_{3}$	0.0731	0.96
$γ_{4}$	-0.2761	-3.81
$γ_{5}$	0.3472	4.94
$γ_{6}$	-0.2516	-3.51
$γ_{7}$	0.1086	1.38
$γ_{8}$	-0.0512	-0.58
$γ_{9}$	0.0993	1.26
$γ_{10}$	-0.1089	-2.09

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Wawel Sa Zero Slope Spline-GARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

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