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

V-Lab

CBOE Amazon Volatility Index MF2-GARCH Volatility Analysis

Volatility Prediction for Monday, June 30th, 2025:109.46% (-0.98%)

Analysis last updated: Monday, June 30, 2025 at 11:39 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	126
$α$	0.5068	24.55
$β$	0.4238	21.06
$γ$	-0.5000	-24.16
$λ_{1}$	0.1604	0.32
$λ_{2}$	0.0155	0.79
$λ_{3}$	0.9824	49.84

Estimation Period:
Jan 7, 2011 to Jun 27, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts

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