CBOE Amazon Volatility Index Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, January 28th, 2026:85.78% (-9.15%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0935 | 6.45 | |
| 0.4600 | 4.76 | |
| 0.0194 | 0.97 | |
| 0.1068 | 2.52 | |
| -0.1975 | -2.98 | |
| 0.1260 | 2.82 | |
| -0.0358 | -1.35 |
Estimation Period:
Jan 7, 2011 to Jan 23, 2026
Jan 7, 2011 to Jan 23, 2026
News Impact Curve
Volatility Forecasts
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