CBOE EuroCurrency ETF Volatility Index MF2-GARCH Volatility Analysis
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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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