CBOE Amazon Volatility Index Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, November 19th, 2025:119.90% (+20.95%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1048 | 6.40 | |
| 0.4663 | 4.75 | |
| 0.0198 | 1.00 | |
| 0.1132 | 2.58 | |
| -0.2071 | -3.01 | |
| 0.1301 | 2.80 | |
| -0.0369 | -1.34 |
Estimation Period:
Jan 7, 2011 to Nov 14, 2025
Jan 7, 2011 to Nov 14, 2025
News Impact Curve
Volatility Forecasts
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