V-Lab
CBOE Amazon Volatility Index AGARCH Volatility Analysis
Volatility Prediction for Monday, May 19th, 2025:102.37% (-3.72%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 15.0000 | 13.55 | |
| 0.0972 | 13.81 | |
| 0.4587 | 21.89 | |
| -8.5742 | -20.56 |
Estimation Period:
Jan 7, 2011 to May 16, 2025
Jan 7, 2011 to May 16, 2025
News Impact Curve
Volatility Forecasts
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