V-Lab
CBOE Amazon Volatility Index GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, January 21st, 2025:101.10% (-1.77%)
Analysis last updated: Monday, January 20, 2025 at 12:33 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 4.75 | |
| 0.1315 | 3.94 | |
| 0.8468 | 44.16 | |
| -0.1314 | -3.83 |
Estimation Period:
Jan 7, 2011 to Jan 17, 2025
Jan 7, 2011 to Jan 17, 2025
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