CBOE Amazon Volatility Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, January 30th, 2026:110.19% (+5.27%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 61.5018 | 3.95 | |
| 0.1073 | 11.17 | |
| 0.8851 | 29.10 | |
| 2.6074 | 10.38 |
Estimation Period:
Jan 7, 2011 to Jan 23, 2026
Jan 7, 2011 to Jan 23, 2026
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