V-Lab
V-Lab
CBOE Amazon Volatility Index GARCH Volatility Analysis
Volatility Prediction for Friday, September 12th, 2025:108.17% (-0.06%)
Analysis last updated: Friday, September 12, 2025 at 11:30 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

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graph of CBOE Amazon Volatility Index GARCH
paramt-stat
ω5.00003.32
α0.01053.07
β0.888927.63
Estimation Period:
Jan 7, 2011 to Sep 5, 2025
Impact of return on volatility tomorrow
Volatility Forecasts