V-Lab
CBOE Amazon Volatility Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Tuesday, March 11th, 2025:194.91% (+25.13%)
Analysis last updated: Tuesday, March 11, 2025 at 11:34 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 63.2196 | 3.81 | |
| 0.1085 | 10.76 | |
| 0.8837 | 28.00 | |
| 3 | 10.41 |
Estimation Period:
Jan 7, 2011 to Mar 7, 2025
Jan 7, 2011 to Mar 7, 2025
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