V-Lab
CBOE Amazon Volatility Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, August 11th, 2025:120.60% (+6.09%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 63.4234 | 3.79 | |
| 0.1084 | 11.18 | |
| 0.8882 | 28.91 | |
| 2.5903 | 10.68 |
Estimation Period:
Jan 7, 2011 to Aug 8, 2025
Jan 7, 2011 to Aug 8, 2025
Other CBOE Amazon Volatility Index Analyses
Other GAS-GARCH Student T Analyses on Volatility Indices