V-Lab
V-Lab
Amazon.com Inc GARCH Volatility Analysis
Volatility Prediction for Tuesday, May 7th, 2024:29.97% (-0.08%)

Analysis last updated: Monday, May 6, 2024 at 09:36 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Amazon.com Inc GARCH
paramt-stat
ω0.02097.02
α0.017418.40
β0.9801873.53
Estimation Period:
May 16, 1997 to May 3, 2024
Impact of return on volatility tomorrow
Volatility Forecasts