CBOE EuroCurrency ETF Volatility Index MF2-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
param | t-stat | |
---|---|---|
46 | ||
0.1760 | 19.81 | |
0.4524 | 21.39 | |
-0.0063 | -0.43 | |
7.2280 | 1.66 | |
0.7871 | 8.71 | |
0.0000 | 0.00 |
Estimation Period:
Aug 1, 2008 to Jan 24, 2025
Aug 1, 2008 to Jan 24, 2025
News Impact Curve
Volatility Forecasts
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