V-Lab
CBOE Amazon Volatility Index GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, January 14th, 2025:109.67% (-2.95%)
Analysis last updated: Tuesday, January 14, 2025 at 12:31 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 4.73 | |
| 0.1315 | 3.92 | |
| 0.8470 | 44.12 | |
| -0.1314 | -3.82 |
Estimation Period:
Jan 7, 2011 to Jan 10, 2025
Jan 7, 2011 to Jan 10, 2025
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