CBOE Amazon Volatility Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, March 13th, 2026:138.41% (+12.94%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 61.9343 | 3.94 | |
| 0.1067 | 11.09 | |
| 0.8845 | 28.94 | |
| 2.6015 | 10.38 |
Estimation Period:
Jan 7, 2011 to Mar 6, 2026
Jan 7, 2011 to Mar 6, 2026
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