CBOE Energy ETF Volatility Index Asy. Power MEM Volatility Analysis
Inactive
Last recorded values (Monday, February 14th, 2022):
1 Day
111.99%
1 Week
109.19%
1 Month
102.17%
Analysis last updated: Saturday, September 3, 2022 at 04:59 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1669 | 5.22 | |
| 0.1421 | 17.12 | |
| 0.8147 | 75.48 | |
| -0.2775 | -8.11 | |
| 0.5000 | 6.41 |
Estimation Period:
Mar 16, 2011 to Feb 11, 2022
Mar 16, 2011 to Feb 11, 2022
Other CBOE Energy ETF Volatility Index Analyses
Other Asy. Power MEM Analyses on Volatility Indices