V-Lab
V-Lab
CBOE EuroCurrency ETF Volatility Index GARCH Volatility Analysis
Volatility Prediction for Monday, January 27th, 2025:220.09% (-13.95%)
Analysis last updated: Monday, March 3, 2025 at 11:56 PM UTC
Date Range:

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to

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graph of CBOE EuroCurrency ETF Volatility Index GARCH
paramt-stat
ω1.094411.67
α0.096616.92
β0.8729122.74
Estimation Period:
Aug 1, 2008 to Jan 24, 2025
Impact of return on volatility tomorrow
Volatility Forecasts