V-Lab
CBOE EuroCurrency ETF Volatility Index APARCH Volatility Analysis
Volatility Prediction for Friday, April 26th, 2024:111.98% (-5.83%)
Analysis last updated: Friday, April 26, 2024 at 09:13 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0000 | 5.39 | |
| 0.1243 | 13.33 | |
| 0.8108 | 67.01 | |
| -0.2356 | -5.47 | |
| 1.4967 | 16.44 |
Estimation Period:
Aug 1, 2008 to Apr 19, 2024
Aug 1, 2008 to Apr 19, 2024
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