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 Monday, September 22nd, 2025:16.01% (+0.22%)

Analysis last updated: Friday, September 19, 2025 at 10:01 PM UTC

Date Range:

from

to

6M ·

1Y ·

Parameter Estimates

	param	t-stat
$ω$	0.8333	8.21
$α$	0.1411	1.77
$β$	0.6339	5.93
$γ_{1}$	-0.0725	-0.77

Estimation Period:
Sep 20, 2023 to Sep 19, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts

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