V-Lab: Amazon.com Inc MF2-GARCH Volatility Analysis

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V-Lab

Amazon.com Inc MF2-GARCH Volatility Analysis

Volatility Prediction for Monday, April 29th, 2024:31.87% (+0.42%)

Analysis last updated: Friday, April 26, 2024 at 09:59 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	66
$α$	0.0406	14.39
$β$	0.7724	87.08
$γ$	0.1328	17.28
$λ_{1}$	0.0091	1.28
$λ_{2}$	0.0129	2.13
$λ_{3}$	0.9859	137.22

Estimation Period:
May 16, 1997 to Apr 26, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts