CBOE Amazon Volatility Index Zero Slope Spline-GARCH Volatility Analysis
Volatility prediction for Monday, July 6th, 2026
1 Day
83.40%
decreased by 0.71%
1 Week
105.12%
increased by 21.01%
1 Month
114.16%
increased by 30.05%
Analysis last updated: Friday, July 3, 2026 at 11:41 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1015 | 6.23 | |
| 0.4902 | 4.95 | |
| 0.0154 | 0.91 | |
| 0.0962 | 2.46 | |
| -0.1826 | -3.00 | |
| 0.1218 | 2.94 | |
| -0.0367 | -1.50 |
Estimation Period:
Jan 7, 2011 to Jul 2, 2026
Jan 7, 2011 to Jul 2, 2026
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