CBOE Amazon Volatility Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, January 9th, 2026:112.56% (-16.33%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 61.7841 | 3.90 | |
| 0.1071 | 11.15 | |
| 0.8864 | 29.14 | |
| 2.6046 | 10.41 |
Estimation Period:
Jan 7, 2011 to Jan 2, 2026
Jan 7, 2011 to Jan 2, 2026
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