V-Lab
CBOE EuroCurrency ETF Volatility Index APARCH Volatility Analysis
Volatility Prediction for Thursday, May 2nd, 2024:111.66% (-3.95%)
Analysis last updated: Thursday, May 2, 2024 at 09:07 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0000 | 5.40 | |
| 0.1253 | 13.30 | |
| 0.8078 | 65.28 | |
| -0.2384 | -5.48 | |
| 1.4805 | 16.39 |
Estimation Period:
Aug 1, 2008 to Apr 26, 2024
Aug 1, 2008 to Apr 26, 2024
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