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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.2740	10.09***
α ARCH Response to squared shocks	0.1092	16.81***
β GARCH Volatility persistence	0.8762	117.35***
γ leverage Additional response to negative shocks	-0.0427	-1.18
δ power Transformation power	1.0594	18.57***

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CBOE EuroCurrency ETF Volatility Index Asy. Power MEM Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other CBOE EuroCurrency ETF Volatility Index Analyses