CBOE Amazon Volatility Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, February 20th, 2026:112.16% (-16.31%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 61.9230 | 3.96 | |
| 0.1076 | 11.14 | |
| 0.8840 | 28.98 | |
| 2.6020 | 10.46 |
Estimation Period:
Jan 7, 2011 to Feb 13, 2026
Jan 7, 2011 to Feb 13, 2026
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