CBOE Amazon Volatility Index GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, November 3rd, 2025:100.04% (-1.69%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 4.94 | |
| 0.1369 | 4.14 | |
| 0.8442 | 46.26 | |
| -0.1368 | -4.02 |
Estimation Period:
Jan 7, 2011 to Oct 31, 2025
Jan 7, 2011 to Oct 31, 2025
News Impact Curve
Volatility Forecasts
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