V-Lab
V-Lab
CBOE Amazon Volatility Index EGARCH Volatility Analysis
Volatility Prediction for Monday, April 21st, 2025:110.26% (-15.00%)
Analysis last updated: Friday, April 18, 2025 at 11:39 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of CBOE Amazon Volatility Index EGARCH
paramt-stat
ω1.71999.37
α0.299915.96
β0.565913.17
γ0.20289.56
Estimation Period:
Jan 7, 2011 to Apr 17, 2025
Impact of return on volatility tomorrow
Volatility Forecasts