CBOE EuroCurrency ETF Volatility Index MEM Volatility Analysis
Inactive
Last recorded values (Monday, January 27th, 2025):
1 Day
181.29%
1 Week
173.98%
1 Month
151.78%
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 | |
|---|---|---|
| 2.0400 | 9.30 | |
| 0.1101 | 17.64 | |
| 0.8324 | 100.25 |
Estimation Period:
Aug 1, 2008 to Jan 24, 2025
Aug 1, 2008 to Jan 24, 2025
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