CBOE Amazon Volatility Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Wednesday, December 24th, 2025:122.10% (-5.89%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 61.3073 | 3.92 | |
| 0.1074 | 11.22 | |
| 0.8868 | 29.40 | |
| 2.6136 | 10.35 |
Estimation Period:
Jan 7, 2011 to Dec 19, 2025
Jan 7, 2011 to Dec 19, 2025
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