CBOE Amazon Volatility Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Wednesday, November 12th, 2025:118.03% (-5.53%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 62.5593 | 3.79 | |
| 0.1067 | 11.11 | |
| 0.8885 | 28.97 | |
| 2.5951 | 10.45 |
Estimation Period:
Jan 7, 2011 to Nov 7, 2025
Jan 7, 2011 to Nov 7, 2025
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