CBOE Amazon Volatility Index Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, October 27th, 2025:75.60% (-17.90%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1167 | 6.37 | |
| 0.4690 | 4.74 | |
| 0.0221 | 1.09 | |
| 0.1185 | 2.62 | |
| -0.2174 | -3.02 | |
| 0.1437 | 2.63 | |
| -0.0751 | -1.15 |
Estimation Period:
Jan 7, 2011 to Oct 24, 2025
Jan 7, 2011 to Oct 24, 2025
News Impact Curve
Volatility Forecasts
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