V-Lab
V-Lab
Amazon.com Inc AGARCH Volatility Analysis
Volatility Prediction for Wednesday, May 8th, 2024:32.94% (-1.46%)

Analysis last updated: Tuesday, May 7, 2024 at 09:45 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Amazon.com Inc AGARCH
paramt-stat
ω0.16379.02
α0.129838.26
β0.8593292.58
γ0.915913.42
Estimation Period:
May 16, 1997 to May 3, 2024
Impact of return on volatility tomorrow
Volatility Forecasts