V-Lab
CBOE Amazon Volatility Index MF2-GARCH Volatility Analysis
Volatility Prediction for Thursday, May 9th, 2024:87.05% (-0.69%)
Analysis last updated: Thursday, May 9, 2024 at 11:32 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 126 | ||
| 0.5081 | 23.92 | |
| 0.3857 | 18.77 | |
| -0.5000 | -23.28 | |
| 0.1896 | 0.30 | |
| 0.0162 | 0.69 | |
| 0.9812 | 38.93 |
Estimation Period:
Jan 7, 2011 to May 3, 2024
Jan 7, 2011 to May 3, 2024
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