V-Lab
CBOE EuroCurrency ETF Volatility Index Asy. MEM Volatility Analysis
Volatility Prediction for Monday, January 27th, 2025:181.96% (-0.90%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.0484 | 13.41 | |
| 0.1127 | 14.63 | |
| 0.8318 | 98.29 | |
| -0.0044 | -0.36 |
Estimation Period:
Aug 1, 2008 to Jan 24, 2025
Aug 1, 2008 to Jan 24, 2025
News Impact Curve
Volatility Forecasts
Other CBOE EuroCurrency ETF Volatility Index Analyses
Other Asy. MEM Analyses on Volatility Indices