V-Lab
CBOE Amazon Volatility Index APARCH Volatility Analysis
Volatility Prediction for Tuesday, July 8th, 2025:124.82% (+12.88%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0000 | 3.76 | |
| 0.1445 | 10.83 | |
| 0.5553 | 13.39 | |
| -0.6069 | -12.17 | |
| 0.5430 | 5.80 |
Estimation Period:
Jan 7, 2011 to Jul 3, 2025
Jan 7, 2011 to Jul 3, 2025
News Impact Curve
Volatility Forecasts
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