CBOE Energy ETF Volatility Index AGARCH Volatility Analysis
Inactive
Last recorded values (Monday, February 14th, 2022):
1 Day
81.68%
1 Week
84.68%
1 Month
88.91%
Analysis last updated: Saturday, September 3, 2022 at 05:00 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 5.1169 | 17.82 | |
| 0.1434 | 22.87 | |
| 0.6789 | 62.81 | |
| -2.3160 | -11.38 |
Estimation Period:
Mar 16, 2011 to Feb 11, 2022
Mar 16, 2011 to Feb 11, 2022
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