V-Lab
CBOE EuroCurrency ETF Volatility Index GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, October 7th, 2024:161.83% (-14.60%)
Analysis last updated: Saturday, October 5, 2024 at 11:06 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.7273 | 13.09 | |
| 0.1472 | 10.42 | |
| 0.8273 | 94.21 | |
| -0.0576 | -3.06 |
Estimation Period:
Aug 1, 2008 to Oct 4, 2024
Aug 1, 2008 to Oct 4, 2024
News Impact Curve
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