CBOE Amazon Volatility Index Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, January 16th, 2026:84.58% (-1.37%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0936 | 6.46 | |
| 0.4590 | 4.75 | |
| 0.0189 | 0.96 | |
| 0.1079 | 2.53 | |
| -0.1993 | -2.99 | |
| 0.1273 | 2.83 | |
| -0.0367 | -1.38 |
Estimation Period:
Jan 7, 2011 to Jan 9, 2026
Jan 7, 2011 to Jan 9, 2026
News Impact Curve
Volatility Forecasts
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