V-Lab
CBOE Amazon Volatility Index AGARCH Volatility Analysis
Volatility Prediction for Monday, July 14th, 2025:100.67% (-0.57%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 15.0000 | 13.64 | |
| 0.0982 | 13.91 | |
| 0.4575 | 21.88 | |
| -8.4486 | -20.37 |
Estimation Period:
Jan 7, 2011 to Jul 11, 2025
Jan 7, 2011 to Jul 11, 2025
News Impact Curve
Volatility Forecasts
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