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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.0518	5.29***
α ARCH Response to squared shocks	0.1370	19.07***
β GARCH Volatility persistence	0.9884	469.53***
γ leverage Additional response to negative shocks	0.0573	7.20***

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CBOE EuroCurrency ETF Volatility Index EGARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

Other CBOE EuroCurrency ETF Volatility Index Analyses