V-Lab
CBOE EuroCurrency ETF Volatility Index GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, January 21st, 2025:281.38% (+76.11%)
Analysis last updated: Saturday, January 18, 2025 at 11:54 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9060 | 9.56 | |
| 0.1154 | 10.17 | |
| 0.8887 | 148.79 | |
| -0.0599 | -4.49 |
Estimation Period:
Aug 1, 2008 to Jan 17, 2025
Aug 1, 2008 to Jan 17, 2025
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