V-Lab
CBOE Amazon Volatility Index GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, March 10th, 2025:126.90% (-5.38%)
Analysis last updated: Monday, March 10, 2025 at 11:38 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 4.75 | |
| 0.1284 | 3.90 | |
| 0.8484 | 44.11 | |
| -0.1284 | -3.80 |
Estimation Period:
Jan 7, 2011 to Mar 7, 2025
Jan 7, 2011 to Mar 7, 2025
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