CBOE EuroCurrency ETF Volatility Index EGARCH Volatility Analysis
Inactive
Last recorded values (Monday, January 27th, 2025):
1 Day
193.24%
1 Week
192.03%
1 Month
187.65%
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 | |
|---|---|---|
| 0.0518 | 5.29 | |
| 0.1370 | 19.07 | |
| 0.9884 | 469.53 | |
| 0.0573 | 7.20 |
Estimation Period:
Aug 1, 2008 to Jan 24, 2025
Aug 1, 2008 to Jan 24, 2025
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