CBOE Amazon Volatility Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, March 6th, 2026:107.65% (-14.80%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 61.4733 | 3.99 | |
| 0.1074 | 11.16 | |
| 0.8839 | 29.10 | |
| 2.6069 | 10.40 |
Estimation Period:
Jan 7, 2011 to Feb 27, 2026
Jan 7, 2011 to Feb 27, 2026
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