V-Lab
CBOE EuroCurrency ETF Volatility Index MF2-GARCH Volatility Analysis
Volatility Prediction for Tuesday, January 21st, 2025:351.76% (+107.12%)
Analysis last updated: Saturday, January 18, 2025 at 11:56 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 46 | ||
| 0.1759 | 19.74 | |
| 0.4742 | 22.60 | |
| -0.0140 | -0.97 | |
| 7.1663 | 1.69 | |
| 0.7911 | 9.07 | |
| 0.0000 | 0.00 |
Estimation Period:
Aug 1, 2008 to Jan 17, 2025
Aug 1, 2008 to Jan 17, 2025
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