Amplify COWS Covered Call ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, December 15th, 2025:16.29% (+1.37%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8313 | 18.50 | |
| 0.2069 | 3.92 | |
| 0.0291 | 0.84 | |
| 0.2740 | 1.97 |
Estimation Period:
Sep 20, 2023 to Dec 12, 2025
Sep 20, 2023 to Dec 12, 2025
News Impact Curve
Volatility Forecasts
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