CBOE Amazon Volatility Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Wednesday, December 3rd, 2025:133.63% (-11.53%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 62.1085 | 3.82 | |
| 0.1068 | 11.13 | |
| 0.8887 | 29.24 | |
| 2.6045 | 10.38 |
Estimation Period:
Jan 7, 2011 to Nov 28, 2025
Jan 7, 2011 to Nov 28, 2025
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