V-Lab
V-Lab
CBOE Amazon Volatility Index GARCH Volatility Analysis
Volatility Prediction for Thursday, April 17th, 2025:123.27% (-1.34%)
Analysis last updated: Thursday, April 17, 2025 at 11:34 AM UTC
Date Range:

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to

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1Y ·

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graph of CBOE Amazon Volatility Index GARCH
paramt-stat
ω5.00003.24
α0.01022.96
β0.890727.35
Estimation Period:
Jan 7, 2011 to Apr 11, 2025
Impact of return on volatility tomorrow
Volatility Forecasts