V-Lab: Amplify COWS Covered Call ETF Zero Slope Spline-GARCH Volatility Analysis

V-Lab

Amplify COWS Covered Call ETF Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, August 29th, 2025:18.70% (+0.23%)

Analysis last updated: Thursday, August 28, 2025 at 09:26 PM UTC

Date Range:

from

to

6M ·

1Y ·

Parameter Estimates

	param	t-stat
$ω$	0.8016	7.75
$α$	0.1466	1.82
$β$	0.6237	5.57
$γ_{1}$	-0.1049	-0.97

Estimation Period:
Sep 20, 2023 to Aug 22, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts

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