V-Lab
CBOE Amazon Volatility Index APARCH Volatility Analysis
Volatility Prediction for Thursday, May 2nd, 2024:159.34% (+24.59%)
Analysis last updated: Thursday, May 2, 2024 at 11:48 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0000 | 3.06 | |
| 0.1305 | 9.23 | |
| 0.5839 | 12.81 | |
| -0.5839 | -9.92 | |
| 0.5716 | 4.91 |
Estimation Period:
Jan 7, 2011 to Apr 26, 2024
Jan 7, 2011 to Apr 26, 2024
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