CBOE Amazon Volatility Index Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, October 13th, 2025:148.37% (+64.30%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1068 | 6.38 | |
| 0.4648 | 4.71 | |
| 0.0257 | 1.13 | |
| 0.1157 | 2.57 | |
| -0.2105 | -2.98 | |
| 0.1299 | 2.74 | |
| -0.0349 | -1.24 |
Estimation Period:
Jan 7, 2011 to Oct 10, 2025
Jan 7, 2011 to Oct 10, 2025
News Impact Curve
Volatility Forecasts
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