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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	61.0994	4.09***
α ARCH Response to squared shocks	0.1086	11.32***
β GARCH Volatility persistence	0.8819	29.41***
ν DF Student-t tail thickness	2.6075	10.61***

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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