V-Lab
CBOE Amazon Volatility Index GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, April 30th, 2024:100.99% (+1.03%)
Analysis last updated: Tuesday, April 30, 2024 at 11:30 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 4.53 | |
| 0.1238 | 3.67 | |
| 0.8489 | 42.14 | |
| -0.1234 | -3.55 |
Estimation Period:
Jan 7, 2011 to Apr 26, 2024
Jan 7, 2011 to Apr 26, 2024
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