V-Lab
CBOE EuroCurrency ETF Volatility Index Asy. Power MEM Volatility Analysis
Volatility Prediction for Tuesday, April 30th, 2024:117.03% (-8.08%)
Analysis last updated: Tuesday, April 30, 2024 at 09:07 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2869 | 12.05 | |
| 0.1367 | 19.18 | |
| 0.8038 | 83.44 | |
| -0.1279 | -3.26 | |
| 0.6873 | 15.71 |
Estimation Period:
Aug 1, 2008 to Apr 26, 2024
Aug 1, 2008 to Apr 26, 2024
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