CBOE Amazon Volatility Index Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, December 19th, 2025:98.24% (-2.93%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1027 | 6.40 | |
| 0.4664 | 4.77 | |
| 0.0204 | 1.01 | |
| 0.1108 | 2.55 | |
| -0.2034 | -2.99 | |
| 0.1280 | 2.79 | |
| -0.0356 | -1.31 |
Estimation Period:
Jan 7, 2011 to Dec 12, 2025
Jan 7, 2011 to Dec 12, 2025
News Impact Curve
Volatility Forecasts
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