V-Lab
V-Lab
Amplify COWS Covered Call ETF EGARCH Volatility Analysis
Volatility Prediction for Wednesday, April 2nd, 2025:18.03% (-0.15%)
Analysis last updated: Tuesday, April 1, 2025 at 09:25 PM UTC
Date Range:

from

to

6M ·

1Y ·

All

graph of Amplify COWS Covered Call ETF EGARCH
paramt-stat
ω0.00000.00
α0.02072.59
β0.9901107.41
γ-0.0462-5.92
Estimation Period:
Sep 20, 2023 to Mar 28, 2025
Impact of return on volatility tomorrow
Volatility Forecasts