CBOE Emerging Market Markets Volatility Index

EURO STOXX 50 Volatility Index

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	param	t-stat
$ω$	2.1192	6.19
$α$	0.2390	9.00
$β$	0.5099	10.37
$γ_{1}$	0.0350	0.46
$γ_{2}$	-0.0193	-0.17
$γ_{3}$	0.0840	1.10
$γ_{4}$	-0.2850	-3.92
$γ_{5}$	0.3523	4.99
$γ_{6}$	-0.2526	-3.50
$γ_{7}$	0.1071	1.35
$γ_{8}$	-0.0504	-0.57
$γ_{9}$	0.1007	1.27
$γ_{10}$	-0.1108	-2.09

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Wawel Sa Zero Slope Spline-GARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

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