CBOE Amazon Volatility Index Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 25th, 2026:86.45% (-11.50%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1154 | 6.32 | |
| 0.4836 | 4.89 | |
| 0.0124 | 0.82 | |
| 0.1099 | 2.59 | |
| -0.2041 | -3.03 | |
| 0.1367 | 2.62 | |
| -0.0600 | -0.88 |
Estimation Period:
Jan 7, 2011 to Feb 20, 2026
Jan 7, 2011 to Feb 20, 2026
News Impact Curve
Volatility Forecasts
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