CBOE Amazon Volatility Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:141.86% (+9.95%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 61.2527 | 3.96 | |
| 0.1072 | 11.20 | |
| 0.8852 | 29.23 | |
| 2.6101 | 10.36 |
Estimation Period:
Jan 7, 2011 to Jan 30, 2026
Jan 7, 2011 to Jan 30, 2026
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