V-Lab: CBOE Amazon Volatility Index MF2-GARCH Volatility Analysis

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V-Lab

CBOE Amazon Volatility Index MF2-GARCH Volatility Analysis

Volatility Prediction for Monday, December 15th, 2025:80.53% (-0.46%)

Analysis last updated: Monday, December 15, 2025 at 12:41 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	66
$α$	0.5075	24.55
$β$	0.4268	21.90
$γ$	-0.5000	-23.98
$λ_{1}$	0.0817	0.26
$λ_{2}$	0.0100	0.81
$λ_{3}$	0.9887	84.91

Estimation Period:
Jan 7, 2011 to Dec 12, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts

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