CBOE Energy ETF Volatility Index Zero Slope Spline-GARCH Volatility Analysis
Inactive
Last recorded values (Monday, February 14th, 2022):
1 Day
91.54%
1 Week
91.22%
1 Month
90.74%
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 | |
|---|---|---|
| 1.0148 | 10.51 | |
| 0.1537 | 4.77 | |
| 0.6739 | 11.52 | |
| 0.0004 | 0.24 |
Estimation Period:
Mar 16, 2011 to Feb 11, 2022
Mar 16, 2011 to Feb 11, 2022
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