CBOE EuroCurrency ETF Volatility Index APARCH Volatility Analysis
Inactive
Last recorded values (Monday, January 27th, 2025):
1 Day
219.12%
1 Week
215.44%
1 Month
202.22%
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 | |
|---|---|---|
| 0.5007 | 5.40 | |
| 0.0853 | 16.10 | |
| 0.8995 | 163.86 | |
| -0.2276 | -6.26 | |
| 1.7270 | 22.62 |
Estimation Period:
Aug 1, 2008 to Jan 24, 2025
Aug 1, 2008 to Jan 24, 2025
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