V-Lab
CBOE EuroCurrency ETF Volatility Index GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, December 20th, 2024:203.68% (-12.10%)
Analysis last updated: Friday, December 20, 2024 at 10:49 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9744 | 9.52 | |
| 0.1168 | 10.03 | |
| 0.8857 | 140.52 | |
| -0.0640 | -4.70 |
Estimation Period:
Aug 1, 2008 to Dec 13, 2024
Aug 1, 2008 to Dec 13, 2024
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