V-Lab
CBOE EuroCurrency ETF Volatility Index Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, January 21st, 2025:275.56% (+54.43%)
Analysis last updated: Saturday, January 18, 2025 at 11:55 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1936 | 5.02 | |
| 0.0924 | 4.66 | |
| 0.8666 | 27.67 | |
| 0.0722 | 3.04 | |
| -0.1057 | -3.05 | |
| 0.0422 | 2.36 |
Estimation Period:
Aug 1, 2008 to Jan 17, 2025
Aug 1, 2008 to Jan 17, 2025
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