V-Lab
CBOE Interest Rate Swap Volatility Index Asy. MEM Volatility Analysis
Volatility Prediction for Monday, February 14th, 2022:33.34% (+2.67%)
Analysis last updated: Saturday, September 3, 2022 at 04:59 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5726 | 19.89 | |
| 1.3742 | 4.14 | |
| 0.2475 | 9.36 | |
| -1.2434 | -3.71 |
Estimation Period:
Dec 25, 2012 to Feb 11, 2022
Dec 25, 2012 to Feb 11, 2022
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