CBOE Amazon Volatility Index EGARCH Volatility Analysis
Volatility Prediction for Wednesday, November 12th, 2025:95.45% (-3.97%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.6966 | 9.62 | |
| 0.3008 | 16.29 | |
| 0.5699 | 13.78 | |
| 0.2083 | 10.01 |
Estimation Period:
Jan 7, 2011 to Nov 7, 2025
Jan 7, 2011 to Nov 7, 2025
News Impact Curve
Volatility Forecasts
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