CBOE Amazon Volatility Index Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, October 30th, 2025:85.43% (-11.02%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1039 | 6.39 | |
| 0.4632 | 4.70 | |
| 0.0266 | 1.14 | |
| 0.1137 | 2.55 | |
| -0.2075 | -2.96 | |
| 0.1283 | 2.72 | |
| -0.0340 | -1.22 |
Estimation Period:
Jan 7, 2011 to Oct 24, 2025
Jan 7, 2011 to Oct 24, 2025
News Impact Curve
Volatility Forecasts
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