V-Lab
Amplify COWS Covered Call ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, April 7th, 2025:25.35% (+3.51%)
Volatility Summary Table
Closing Price: | $21.19 | Return: | -6.24% |
Average Week Vol: | 20.58% | Average Month Vol: | 18.87% |
Min Vol: | 14.55% | Max Vol: | 25.35% |
Average Vol: | 16.87% | Vol of Vol: | 7.26% |
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1866 | 1.68 | |
| 0.0458 | 1.23 | |
| 0.9445 | 54.82 | |
| 7.5626 | 0.22 |
Estimation Period:
Sep 20, 2023 to Apr 4, 2025
Sep 20, 2023 to Apr 4, 2025
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