CBOE Amazon Volatility Index Zero Slope Spline-GARCH Volatility Analysis
Volatility prediction for Friday, June 12th, 2026
1 Day
86.68%
decreased by 0.21%
1 Week
106.89%
increased by 20.00%
1 Month
115.45%
increased by 28.56%
Analysis last updated: Friday, June 12, 2026 at 11:39 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1065 | 6.22 | |
| 0.4926 | 4.96 | |
| 0.0147 | 0.89 | |
| 0.0993 | 2.50 | |
| -0.1873 | -3.03 | |
| 0.1244 | 2.96 | |
| -0.0381 | -1.53 |
Estimation Period:
Jan 7, 2011 to Jun 5, 2026
Jan 7, 2011 to Jun 5, 2026
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