V-Lab
CBOE Amazon Volatility Index EGARCH Volatility Analysis
Volatility Prediction for Thursday, July 17th, 2025:89.69% (-1.69%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.7124 | 9.43 | |
| 0.2981 | 15.89 | |
| 0.5671 | 13.33 | |
| 0.2036 | 9.63 |
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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