V-Lab: CBOE Amazon Volatility Index Zero Slope Spline-GARCH Volatility Analysis

V-Lab

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V-Lab

CBOE Amazon Volatility Index Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Tuesday, March 11th, 2025:165.76% (+76.23%)

Analysis last updated: Tuesday, March 11, 2025 at 11:34 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.1349	6.23
$α$	0.4761	4.54
$β$	0.0269	1.14
$γ_{1}$	0.1336	2.62
$γ_{2}$	-0.2342	-2.92
$γ_{3}$	0.1311	2.45
$γ_{4}$	-0.0266	-0.83

Estimation Period:
Jan 7, 2011 to Mar 7, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts

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