V-Lab
CBOE Amazon Volatility Index MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, January 31st, 2025:87.84% (-5.00%)
Analysis last updated: Friday, January 31, 2025 at 12:31 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 126 | ||
| 0.5088 | 24.67 | |
| 0.3855 | 18.99 | |
| -0.5000 | -23.95 | |
| 0.1396 | 0.26 | |
| 0.0154 | 0.73 | |
| 0.9824 | 45.28 |
Estimation Period:
Jan 7, 2011 to Jan 24, 2025
Jan 7, 2011 to Jan 24, 2025
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