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	param	t-stat
$ω$	1.1069	6.24
$α$	0.4913	4.95
$β$	0.0138	0.87
$γ_{1}$	0.1009	2.52
$γ_{2}$	-0.1898	-3.04
$γ_{3}$	0.1260	2.97
$γ_{4}$	-0.0392	-1.56

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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