CBOE Amazon Volatility Index Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 20th, 2026:85.08% (-14.61%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1058 | 6.34 | |
| 0.4776 | 4.85 | |
| 0.0149 | 0.89 | |
| 0.1076 | 2.57 | |
| -0.1995 | -3.05 | |
| 0.1292 | 2.91 | |
| -0.0393 | -1.49 |
Estimation Period:
Jan 7, 2011 to Feb 13, 2026
Jan 7, 2011 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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