V-Lab
CBOE Amazon Volatility Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, May 9th, 2025:108.99% (-10.16%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 64.6872 | 3.70 | |
| 0.1083 | 11.21 | |
| 0.8902 | 28.79 | |
| 2.5822 | 10.80 |
Estimation Period:
Jan 7, 2011 to May 2, 2025
Jan 7, 2011 to May 2, 2025
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