V-Lab
V-Lab
Amazon.com Inc AGARCH Volatility Analysis
Volatility Prediction for Monday, April 29th, 2024:33.28% (-1.74%)

Analysis last updated: Friday, April 26, 2024 at 09:58 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Amazon.com Inc AGARCH
paramt-stat
ω0.16389.02
α0.129838.21
β0.8593292.17
γ0.915313.41
Estimation Period:
May 16, 1997 to Apr 26, 2024
Impact of return on volatility tomorrow
Volatility Forecasts