CBOE Amazon Volatility Index APARCH Volatility Analysis
Volatility Prediction for Friday, October 17th, 2025:120.17% (+11.67%)
Parameter Estimates
param | t-stat | |
---|---|---|
1.0000 | 3.82 | |
0.1466 | 11.14 | |
0.5552 | 13.64 | |
-0.6051 | -12.41 | |
0.5467 | 5.91 |
Estimation Period:
Jan 7, 2011 to Oct 10, 2025
Jan 7, 2011 to Oct 10, 2025
News Impact Curve
Volatility Forecasts
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