V-Lab
CBOE Energy ETF Volatility Index Asy. Power MEM Volatility Analysis
Volatility Prediction for Monday, February 14th, 2022:111.99% (+5.77%)
Analysis last updated: Saturday, September 3, 2022 at 04:59 AM UTC
Parameter 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
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