V-Lab
CBOE EuroCurrency ETF Volatility Index MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, December 20th, 2024:252.65% (-39.11%)
Analysis last updated: Friday, December 20, 2024 at 10:49 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 31 | ||
| 0.2003 | 20.31 | |
| 0.5628 | 24.40 | |
| -0.0524 | -3.71 | |
| 0.4074 | 1.24 | |
| 0.0519 | 2.04 | |
| 0.9368 | 28.02 |
Estimation Period:
Aug 1, 2008 to Dec 13, 2024
Aug 1, 2008 to Dec 13, 2024
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