CBOE Amazon Volatility Index GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, December 5th, 2025:97.69% (-1.38%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 4.94 | |
| 0.1371 | 4.14 | |
| 0.8439 | 46.20 | |
| -0.1370 | -4.03 |
Estimation Period:
Jan 7, 2011 to Nov 28, 2025
Jan 7, 2011 to Nov 28, 2025
News Impact Curve
Volatility Forecasts
Other CBOE Amazon Volatility Index Analyses
Other GJR-GARCH Analyses on Volatility Indices