CBOE Amazon Volatility Index Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:101.30% (+16.29%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1073 | 6.31 | |
| 0.4789 | 4.85 | |
| 0.0197 | 1.02 | |
| 0.1082 | 2.57 | |
| -0.2007 | -3.04 | |
| 0.1304 | 2.92 | |
| -0.0401 | -1.51 |
Estimation Period:
Jan 7, 2011 to Feb 6, 2026
Jan 7, 2011 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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