V-Lab
CBOE EFA ETF Volatility Index Asy. Power MEM Volatility Analysis
Volatility Prediction for Friday, May 3rd, 2024:130.75% (+8.74%)
Analysis last updated: Friday, May 3, 2024 at 06:13 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2456 | 6.97 | |
| 0.2143 | 29.63 | |
| 0.7839 | 98.00 | |
| -0.1060 | -4.23 | |
| 0.7236 | 14.84 |
Estimation Period:
Jul 1, 2013 to Mar 28, 2024
Jul 1, 2013 to Mar 28, 2024
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