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, October 24th, 2025:81.57% (-0.86%)

Analysis last updated: Friday, October 24, 2025 at 11:37 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	66
$α$	0.5079	24.39
$β$	0.4260	21.80
$γ$	-0.5000	-23.79
$λ_{1}$	0.0828	0.27
$λ_{2}$	0.0101	0.81
$λ_{3}$	0.9887	84.22

Estimation Period:
Jan 7, 2011 to Oct 17, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts

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