V-Lab
CBOE Amazon Volatility Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, August 29th, 2025:109.54% (+13.45%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 63.1595 | 3.83 | |
| 0.1089 | 11.19 | |
| 0.8871 | 28.91 | |
| 2.5927 | 10.68 |
Estimation Period:
Jan 7, 2011 to Aug 22, 2025
Jan 7, 2011 to Aug 22, 2025
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