V-Lab
CBOE EuroCurrency ETF Volatility Index GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, April 29th, 2024:102.02% (-11.03%)
Analysis last updated: Saturday, April 27, 2024 at 09:55 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 3.0629 | 15.69 | |
| 0.1685 | 10.03 | |
| 0.7519 | 57.51 | |
| -0.0701 | -3.22 |
Estimation Period:
Aug 1, 2008 to Apr 26, 2024
Aug 1, 2008 to Apr 26, 2024
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