V-Lab
CBOE Amazon Volatility Index MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, December 30th, 2024:121.49% (+4.34%)
Analysis last updated: Monday, December 30, 2024 at 12:33 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 126 | ||
| 0.5086 | 24.63 | |
| 0.3861 | 18.98 | |
| -0.5000 | -23.92 | |
| 0.1472 | 0.27 | |
| 0.0154 | 0.72 | |
| 0.9825 | 44.74 |
Estimation Period:
Jan 7, 2011 to Dec 27, 2024
Jan 7, 2011 to Dec 27, 2024
News Impact Curve
Volatility Forecasts
Other CBOE Amazon Volatility Index Analyses