V-Lab
CBOE EuroCurrency ETF Volatility Index Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, May 1st, 2024:101.91% (+21.41%)
Analysis last updated: Wednesday, May 1, 2024 at 09:44 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.3540 | 7.38 | |
| 0.1491 | 4.26 | |
| 0.6574 | 10.57 | |
| 0.0783 | 4.25 | |
| -0.1123 | -4.14 | |
| 0.0429 | 3.14 |
Estimation Period:
Aug 1, 2008 to Apr 26, 2024
Aug 1, 2008 to Apr 26, 2024
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