V-Lab
CBOE Amazon Volatility Index AGARCH Volatility Analysis
Volatility Prediction for Wednesday, May 1st, 2024:107.83% (-2.29%)
Analysis last updated: Wednesday, May 1, 2024 at 11:34 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 15.0000 | 13.40 | |
| 0.0882 | 12.42 | |
| 0.4743 | 21.51 | |
| -8.5576 | -18.92 |
Estimation Period:
Jan 7, 2011 to Apr 26, 2024
Jan 7, 2011 to Apr 26, 2024
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