CBOE Emerging Market Markets Volatility Index

EURO STOXX 50 Volatility Index

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	param	t-stat
$ω$	2.2303	6.44
$α$	0.2409	8.98
$β$	0.5086	10.55
$γ_{1}$	0.0625	0.83
$γ_{2}$	-0.0603	-0.54
$γ_{3}$	0.1093	1.42
$γ_{4}$	-0.3085	-4.23
$γ_{5}$	0.3757	5.30
$γ_{6}$	-0.2763	-3.81
$γ_{7}$	0.1343	1.67
$γ_{8}$	-0.0898	-0.97
$γ_{9}$	0.1750	1.79
$γ_{10}$	-0.3020	-2.20

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Wawel Sa Spline-GARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

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