V-Lab
CBOE Amazon Volatility Index GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, July 31st, 2025:93.70% (-0.51%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 4.85 | |
| 0.1351 | 4.06 | |
| 0.8454 | 45.90 | |
| -0.1351 | -3.94 |
Estimation Period:
Jan 7, 2011 to Jul 25, 2025
Jan 7, 2011 to Jul 25, 2025
News Impact Curve
Volatility Forecasts
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