CBOE EFA ETF Volatility Index

EURO STOXX 50 Volatility Index

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{type} for {date}

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	param	t-stat
$ω$	0.8702	5.99
$α$	0.1880	7.18
$β$	0.5560	12.60
$γ_{1}$	0.2181	2.59
$γ_{2}$	-0.5311	-4.05
$γ_{3}$	0.5405	6.06
$γ_{4}$	-0.3039	-3.75
$γ_{5}$	0.0786	1.08
$γ_{6}$	-0.0067	-0.11
$γ_{7}$	-0.0343	-0.45
$γ_{8}$	0.2626	1.55

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Feelgood Svenska AB Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Feelgood Svenska AB Analyses