V-Lab
CBOE Amazon Volatility Index Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, May 30th, 2025:91.42% (+1.77%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1133 | 6.42 | |
| 0.4618 | 4.62 | |
| 0.0190 | 1.00 | |
| 0.1295 | 2.67 | |
| -0.2309 | -3.03 | |
| 0.1405 | 2.75 | |
| -0.0412 | -1.34 |
Estimation Period:
Jan 7, 2011 to May 23, 2025
Jan 7, 2011 to May 23, 2025
News Impact Curve
Volatility Forecasts
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