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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	61.1974	4.06***
α ARCH Response to squared shocks	0.1090	11.43***
β GARCH Volatility persistence	0.8835	29.61***
ν DF Student-t tail thickness	2.6047	10.75***

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CBOE Amazon Volatility Index GAS-GARCH Student T Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

Other CBOE Amazon Volatility Index Analyses