CBOE Energy ETF Volatility Index MEM Volatility Analysis
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Parameter Estimates
param | t-stat | |
---|---|---|
5.0000 | 7.58 | |
0.2055 | 12.53 | |
0.6993 | 66.26 |
Estimation Period:
Mar 16, 2011 to Feb 11, 2022
Mar 16, 2011 to Feb 11, 2022
News Impact Curve
Volatility Forecasts
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