CBOE Amazon Volatility Index Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, March 13th, 2026:112.23% (+24.65%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0948 | 6.40 | |
| 0.4669 | 4.80 | |
| 0.0175 | 0.97 | |
| 0.1055 | 2.54 | |
| -0.1969 | -3.04 | |
| 0.1300 | 2.96 | |
| -0.0416 | -1.60 |
Estimation Period:
Jan 7, 2011 to Mar 6, 2026
Jan 7, 2011 to Mar 6, 2026
News Impact Curve
Volatility Forecasts
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