CBOE Amazon Volatility Index

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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.0222	7.76***
α ARCH Response to squared shocks	0.0176	19.16***
β GARCH Volatility persistence	0.9797	887.37***

V-Lab

Amazon.com Inc GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other Amazon.com Inc Analyses