CBOE Amazon Volatility Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, October 13th, 2025:113.16% (+23.74%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 62.6308 | 3.78 | |
| 0.1071 | 11.11 | |
| 0.8884 | 28.90 | |
| 2.5933 | 10.49 |
Estimation Period:
Jan 7, 2011 to Oct 10, 2025
Jan 7, 2011 to Oct 10, 2025
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