CBOE Amazon Volatility Index GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, October 13th, 2025:119.40% (+18.74%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 4.94 | |
| 0.1378 | 4.15 | |
| 0.8435 | 46.21 | |
| -0.1377 | -4.03 |
Estimation Period:
Jan 7, 2011 to Oct 10, 2025
Jan 7, 2011 to Oct 10, 2025
News Impact Curve
Volatility Forecasts
Other CBOE Amazon Volatility Index Analyses
Other GJR-GARCH Analyses on Volatility Indices