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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	1.1045	6.19***
α ARCH Response to squared shocks	0.4945	4.97***
β GARCH Volatility persistence	0.0166	0.95

γ₁	0.0951	2.44**
γ₂	-0.1806	-2.98***
γ₃	0.1198	2.90***
γ₄	-0.0348	-1.43

V-Lab

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