V-Lab
V-Lab

CBOE EuroCurrency ETF Volatility Index Asy. MEM Volatility Analysis
Volatility Prediction for Friday, November 8th, 2024:107.86% (-9.32%)

Analysis last updated: Friday, November 8, 2024 at 10:16 PM UTC

Date Range:

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to

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graph of CBOE EuroCurrency ETF Volatility Index AMEM
paramt-stat
ω2.522415.18
α0.130414.96
β0.800991.13
γ-0.0082-0.60
Estimation Period:
Aug 1, 2008 to Nov 1, 2024
Impact of return on volatility tomorrow
Volatility Forecasts