CBOE EuroCurrency ETF Volatility Index Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1898 | 5.04 | |
| 0.0916 | 4.65 | |
| 0.8672 | 27.69 | |
| 0.0720 | 3.05 | |
| -0.1055 | -3.06 | |
| 0.0421 | 2.37 |
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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