V-Lab
CBOE Amazon Volatility Index Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, August 29th, 2025:100.92% (+14.30%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1125 | 6.37 | |
| 0.4678 | 4.70 | |
| 0.0231 | 1.09 | |
| 0.1208 | 2.62 | |
| -0.2181 | -3.01 | |
| 0.1339 | 2.75 | |
| -0.0371 | -1.27 |
Estimation Period:
Jan 7, 2011 to Aug 22, 2025
Jan 7, 2011 to Aug 22, 2025
News Impact Curve
Volatility Forecasts
Other CBOE Amazon Volatility Index Analyses
Other Zero Slope Spline-GARCH Analyses on Volatility Indices