CBOE EuroCurrency ETF Volatility Index GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9018 | 9.52 | |
| 0.1142 | 10.16 | |
| 0.8896 | 149.78 | |
| -0.0594 | -4.49 |
Estimation Period:
Aug 1, 2008 to Jan 24, 2025
Aug 1, 2008 to Jan 24, 2025
News Impact Curve
Volatility Forecasts
Other CBOE EuroCurrency ETF Volatility Index Analyses
Other GJR-GARCH Analyses on Volatility Indices