CBOE Amazon Volatility Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, November 3rd, 2025:147.07% (+30.28%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 62.8191 | 3.79 | |
| 0.1069 | 11.09 | |
| 0.8882 | 28.87 | |
| 2.5917 | 10.50 |
Estimation Period:
Jan 7, 2011 to Oct 31, 2025
Jan 7, 2011 to Oct 31, 2025
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