CBOE EuroCurrency ETF Volatility Index Asy. MEM Volatility Analysis
Inactive
Last recorded values (Monday, January 27th, 2025):
1 Day
181.96%
1 Week
174.57%
1 Month
152.18%
Analysis last updated: Monday, March 3, 2025 at 11:56 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter 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
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