V-Lab: Amplify COWS Covered Call ETF MF2-GARCH Volatility Analysis

V-Lab

Amplify COWS Covered Call ETF MF2-GARCH Volatility Analysis

Volatility Prediction for Friday, August 29th, 2025:18.91% (+2.33%)

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

Date Range:

from

to

6M ·

1Y ·

Parameter Estimates

	param	t-stat
$m$	126
$α$	0.0217	1.80
$β$	0.7024	32.56
$γ$	0.2546	9.67
$λ_{1}$	0.0015	0.01
$λ_{2}$	0.0003	0.01
$λ_{3}$	0.9997	7.71

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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