CBOE Amazon Volatility Index Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, January 9th, 2026:84.59% (-5.74%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0953 | 6.44 | |
| 0.4601 | 4.74 | |
| 0.0194 | 0.98 | |
| 0.1086 | 2.54 | |
| -0.2005 | -3.00 | |
| 0.1281 | 2.84 | |
| -0.0373 | -1.40 |
Estimation Period:
Jan 7, 2011 to Jan 2, 2026
Jan 7, 2011 to Jan 2, 2026
News Impact Curve
Volatility Forecasts
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