CBOE EuroCurrency ETF Volatility Index GARCH Volatility Analysis
Inactive
Last recorded values (Monday, January 27th, 2025):
1 Day
220.09%
1 Week
214.73%
1 Month
196.08%
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 | |
|---|---|---|
| 1.0944 | 11.67 | |
| 0.0966 | 16.92 | |
| 0.8729 | 122.74 |
Estimation Period:
Aug 1, 2008 to Jan 24, 2025
Aug 1, 2008 to Jan 24, 2025
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