CBOE Amazon Volatility Index GARCH Volatility Analysis
Volatility Prediction for Friday, December 12th, 2025:108.41% (-0.25%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 3.37 | |
| 0.0106 | 3.09 | |
| 0.8881 | 27.79 |
Estimation Period:
Jan 7, 2011 to Dec 5, 2025
Jan 7, 2011 to Dec 5, 2025
News Impact Curve
Volatility Forecasts
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