V-Lab
CBOE Amazon Volatility Index Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, May 2nd, 2024:475.86% (+362.98%)
Analysis last updated: Thursday, May 2, 2024 at 11:48 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7964 | 5.38 | |
| 0.3245 | 4.24 | |
| 0.0555 | 1.24 | |
| -0.1434 | -0.90 | |
| 0.3322 | 1.37 | |
| -0.4090 | -2.32 | |
| 0.2903 | 1.99 | |
| -0.0629 | -0.57 | |
| -0.0013 | -0.02 |
Estimation Period:
Jan 7, 2011 to Apr 26, 2024
Jan 7, 2011 to Apr 26, 2024
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