CBOE EuroCurrency ETF Volatility Index Asy. Power MEM Volatility Analysis
Inactive
Last recorded values (Monday, January 27th, 2025):
1 Day
186.77%
1 Week
181.28%
1 Month
164.14%
Analysis last updated: Monday, March 3, 2025 at 11:56 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2740 | 10.09 | |
| 0.1092 | 16.81 | |
| 0.8762 | 117.35 | |
| -0.0427 | -1.18 | |
| 1.0594 | 18.57 |
Estimation Period:
Aug 1, 2008 to Jan 24, 2025
Aug 1, 2008 to Jan 24, 2025
News Impact Curve
Volatility Forecasts
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