V-Lab
V-Lab
Amazon.com Inc GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, April 24th, 2024:27.92% (-0.08%)

Analysis last updated: Tuesday, April 23, 2024 at 09:42 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Amazon.com Inc GJR-GARCH
paramt-stat
ω0.01838.50
α0.01239.44
β0.9816833.27
γ0.00853.37
Estimation Period:
May 16, 1997 to Apr 19, 2024
Impact of return on volatility tomorrow
Volatility Forecasts