V-Lab
CBOE Interest Rate Swap Volatility Index Asy. Power MEM Volatility Analysis
Volatility Prediction for Monday, February 14th, 2022:44.40% (+6.48%)
Analysis last updated: Saturday, September 3, 2022 at 04:59 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4487 | 8.33 | |
| 0.7240 | 13.43 | |
| 0.2760 | 6.24 | |
| -0.5951 | -17.30 | |
| 0.9923 | 9.21 |
Estimation Period:
Dec 25, 2012 to Feb 11, 2022
Dec 25, 2012 to Feb 11, 2022
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