CBOE Amazon Volatility Index GARCH Volatility Analysis
Volatility Prediction for Friday, November 7th, 2025:114.64% (-0.41%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 3.39 | |
| 0.0107 | 3.11 | |
| 0.8884 | 28.02 |
Estimation Period:
Jan 7, 2011 to Oct 31, 2025
Jan 7, 2011 to Oct 31, 2025
News Impact Curve
Volatility Forecasts
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