V-Lab
CBOE EuroCurrency ETF Volatility Index GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, January 27th, 2025:225.01% (-12.04%)
Analysis last updated: Monday, March 3, 2025 at 11:56 PM UTC
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
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