CBOE Emerging Market Markets Volatility Index

EURO STOXX 50 Volatility Index

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	param	t-stat
$ω$	1.0864	3.08
$α$	0.1438	8.24
$β$	0.7960	36.93
$γ_{1}$	0.1053	2.76
$γ_{2}$	-0.1858	-3.61
$γ_{3}$	0.1322	4.94
$γ_{4}$	-0.0849	-4.16
$γ_{5}$	0.0410	2.34
$γ_{6}$	0.0075	0.42
$γ_{7}$	-0.0561	-1.56

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Budapest Stock Exchange Budapest Stock Index Spline-GARCH Volatility Analysis

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