V-Lab
V-Lab
Amplify COWS Covered Call ETF MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, September 22nd, 2025:15.76% (+0.67%)
Analysis last updated: Friday, September 19, 2025 at 10:02 PM UTC
Date Range:

from

to

6M ·

1Y ·

All

graph of Amplify COWS Covered Call ETF MF2-GARCH
paramt-stat
m36
α0.00000.00
β0.746128.21
γ0.21319.83
λ10.92480.12
λ20.38170.16
λ30.00000.00
Estimation Period:
Sep 20, 2023 to Sep 19, 2025
Impact of return on volatility tomorrow
Volatility Forecasts