CBOE EuroCurrency ETF Volatility Index GAS-GARCH Student T Volatility Analysis
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Parameter Estimates
| param | t-stat | |
|---|---|---|
| 34.3420 | 5.86 | |
| 0.0607 | 26.90 | |
| 0.9816 | 410.36 | |
| 3.7379 | 12.38 |
Estimation Period:
Aug 1, 2008 to Jan 24, 2025
Aug 1, 2008 to Jan 24, 2025
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