V-Lab
CBOE EuroCurrency ETF Volatility Index Asy. MEM Volatility Analysis
Volatility Prediction for Friday, April 26th, 2024:130.19% (-7.46%)
Analysis last updated: Friday, April 26, 2024 at 09:12 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.8317 | 15.64 | |
| 0.1309 | 14.40 | |
| 0.7843 | 82.52 | |
| -0.0143 | -1.03 |
Estimation Period:
Aug 1, 2008 to Apr 19, 2024
Aug 1, 2008 to Apr 19, 2024
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