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	param	t-stat
$ω$	1.0855	6.46
$α$	0.4600	4.81
$β$	0.0164	0.92
$γ_{1}$	0.1026	2.52
$γ_{2}$	-0.1925	-3.02
$γ_{3}$	0.1285	2.98
$γ_{4}$	-0.0418	-1.63

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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