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 Friday, November 14th, 2025:121.89% (+38.67%)

Analysis last updated: Friday, November 14, 2025 at 12:32 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	66
$α$	0.5076	24.48
$β$	0.4251	21.66
$γ$	-0.5000	-23.89
$λ_{1}$	0.0843	0.28
$λ_{2}$	0.0097	0.79
$λ_{3}$	0.9890	84.97

Estimation Period:
Jan 7, 2011 to Nov 7, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts

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