V-Lab
CBOE Amazon Volatility Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Thursday, May 8th, 2025:119.15% (-9.44%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 64.6872 | 3.70 | |
| 0.1083 | 11.21 | |
| 0.8902 | 28.79 | |
| 2.5822 | 10.80 |
Estimation Period:
Jan 7, 2011 to May 2, 2025
Jan 7, 2011 to May 2, 2025
Other CBOE Amazon Volatility Index Analyses
Other GAS-GARCH Student T Analyses on Volatility Indices