V-Lab
V-Lab
CBOE Amazon Volatility Index GARCH Volatility Analysis
Volatility Prediction for Friday, June 20th, 2025:108.81% (-0.20%)
Analysis last updated: Thursday, June 19, 2025 at 11:36 AM UTC
Date Range:

from

to

6M ·

1Y ·

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graph of CBOE Amazon Volatility Index GARCH
paramt-stat
ω5.00003.22
α0.01012.95
β0.890327.07
Estimation Period:
Jan 7, 2011 to Jun 18, 2025
Impact of return on volatility tomorrow
Volatility Forecasts