CBOE Amazon Volatility Index Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, November 28th, 2025:87.70% (-9.47%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1026 | 6.41 | |
| 0.4651 | 4.76 | |
| 0.0195 | 0.99 | |
| 0.1122 | 2.57 | |
| -0.2056 | -3.01 | |
| 0.1297 | 2.81 | |
| -0.0371 | -1.36 |
Estimation Period:
Jan 7, 2011 to Nov 26, 2025
Jan 7, 2011 to Nov 26, 2025
News Impact Curve
Volatility Forecasts
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