CBOE Amazon Volatility Index GARCH Volatility Analysis
Volatility Prediction for Monday, October 13th, 2025:108.85% (+1.49%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 3.42 | |
| 0.0109 | 3.15 | |
| 0.8880 | 28.22 |
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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