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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	5.0000	5.15***
α ARCH Response to squared shocks	0.1465	4.44***
β GARCH Volatility persistence	0.8400	47.98***
γ leverage Additional response to negative shocks	-0.1465	-4.33***

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CBOE Amazon Volatility Index GJR-GARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

Other CBOE Amazon Volatility Index Analyses