CBOE EuroCurrency ETF Volatility Index AGARCH Volatility Analysis
Inactive
Last recorded values (Monday, January 27th, 2025):
1 Day
212.71%
1 Week
205.68%
1 Month
182.49%
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 | |
|---|---|---|
| 1.0395 | 9.06 | |
| 0.1074 | 23.84 | |
| 0.8506 | 186.33 | |
| -1.9352 | -7.24 |
Estimation Period:
Aug 1, 2008 to Jan 24, 2025
Aug 1, 2008 to Jan 24, 2025
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