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	param	t-stat
$ω$	1.0865	6.43
$α$	0.4630	4.83
$β$	0.0176	0.95
$γ_{1}$	0.1009	2.49
$γ_{2}$	-0.1898	-3.01
$γ_{3}$	0.1266	2.95
$γ_{4}$	-0.0402	-1.58

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CBOE Amazon Volatility Index Zero Slope Spline-GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other CBOE Amazon Volatility Index Analyses