V-Lab
V-Lab
CBOE Amazon Volatility Index EGARCH Volatility Analysis
Volatility Prediction for Thursday, July 3rd, 2025:121.94% (-17.18%)
Analysis last updated: Thursday, July 3, 2025 at 11:36 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
ω1.70239.37
α0.297615.80
β0.569913.39
γ0.20419.62
Estimation Period:
Jan 7, 2011 to Jun 27, 2025
Impact of return on volatility tomorrow
Volatility Forecasts