V-Lab
CBOE Amazon Volatility Index GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, August 29th, 2025:93.41% (-0.60%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 4.90 | |
| 0.1370 | 4.11 | |
| 0.8446 | 46.21 | |
| -0.1369 | -3.99 |
Estimation Period:
Jan 7, 2011 to Aug 22, 2025
Jan 7, 2011 to Aug 22, 2025
News Impact Curve
Volatility Forecasts
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