V-Lab: Amazon.com Inc MF2-GARCH Volatility Analysis

V-Lab

| |

V-Lab

Amazon.com Inc MF2-GARCH Volatility Analysis

Volatility Prediction for Thursday, May 9th, 2024:28.68% (-1.05%)

Analysis last updated: Wednesday, May 8, 2024 at 09:33 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	66
$α$	0.0406	14.40
$β$	0.7724	86.95
$γ$	0.1328	17.32
$λ_{1}$	0.0091	1.28
$λ_{2}$	0.0129	2.14
$λ_{3}$	0.9860	137.74

Estimation Period:
May 16, 1997 to May 3, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts