V-Lab
V-Lab
CBOE Amazon Volatility Index Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, May 9th, 2025:101.90% (-1.44%)
Analysis last updated: Friday, May 9, 2025 at 11:35 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of CBOE Amazon Volatility Index SGARCH
paramt-stat
ω1.09666.47
α0.45104.59
β0.02451.10
γ10.12502.50
γ2-0.2207-2.77
γ30.12192.03
γ40.00990.13
Estimation Period:
Jan 7, 2011 to May 2, 2025
Impact of return on volatility tomorrow
Volatility Forecasts