V-Lab
V-Lab
CBOE Amazon Volatility Index EGARCH Volatility Analysis
Volatility Prediction for Tuesday, September 16th, 2025:108.01% (+3.70%)
Analysis last updated: Tuesday, September 16, 2025 at 11:35 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

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10Y ·

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graph of CBOE Amazon Volatility Index EGARCH
paramt-stat
ω1.68749.50
α0.299916.12
β0.572713.76
γ0.20669.85
Estimation Period:
Jan 7, 2011 to Sep 12, 2025
Impact of return on volatility tomorrow
Volatility Forecasts