V-Lab: CBOE Amazon Volatility Index Spline-GARCH Volatility Analysis

V-Lab

CBOE Amazon Volatility Index Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, July 11th, 2025:93.23% (-12.31%)

Analysis last updated: Friday, July 11, 2025 at 11:37 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.1015	6.46
$α$	0.4546	4.63
$β$	0.0222	1.05
$γ_{1}$	0.1229	2.55
$γ_{2}$	-0.2197	-2.85
$γ_{3}$	0.1296	2.23
$γ_{4}$	-0.0177	-0.25

Estimation Period:
Jan 7, 2011 to Jul 3, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts

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