V-Lab
V-Lab
CBOE Amazon Volatility Index GARCH Volatility Analysis
Volatility Prediction for Monday, July 7th, 2025:110.23% (-0.30%)
Analysis last updated: Friday, July 4, 2025 at 11:34 AM UTC
Date Range:

from

to

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1Y ·

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graph of CBOE Amazon Volatility Index GARCH
paramt-stat
ω5.00003.23
α0.01012.96
β0.890127.13
Estimation Period:
Jan 7, 2011 to Jul 3, 2025
Impact of return on volatility tomorrow
Volatility Forecasts