CBOE Energy ETF Volatility Index MF2-GARCH Volatility Analysis
Inactive
Last recorded values (Monday, February 14th, 2022):
1 Day
97.74%
1 Week
94.87%
1 Month
90.70%
Analysis last updated: Saturday, September 3, 2022 at 05:01 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 46 | ||
| 0.2114 | 25.74 | |
| 0.6665 | 44.04 | |
| -0.1529 | -13.08 | |
| 0.8151 | 0.42 | |
| 0.0077 | 0.63 | |
| 0.9656 | 13.01 |
Estimation Period:
Mar 16, 2011 to Feb 11, 2022
Mar 16, 2011 to Feb 11, 2022
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