V-Lab
CBOE Amazon Volatility Index GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, December 20th, 2024:126.53% (-4.22%)
Analysis last updated: Friday, December 20, 2024 at 12:31 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 4.72 | |
| 0.1326 | 3.92 | |
| 0.8467 | 44.19 | |
| -0.1325 | -3.82 |
Estimation Period:
Jan 7, 2011 to Dec 13, 2024
Jan 7, 2011 to Dec 13, 2024
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