CBOE Amazon Volatility Index Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, March 16th, 2026:85.32% (-25.57%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0937 | 6.43 | |
| 0.4649 | 4.82 | |
| 0.0157 | 0.91 | |
| 0.1054 | 2.52 | |
| -0.1971 | -2.97 | |
| 0.1321 | 2.57 | |
| -0.0487 | -0.72 |
Estimation Period:
Jan 7, 2011 to Mar 13, 2026
Jan 7, 2011 to Mar 13, 2026
News Impact Curve
Volatility Forecasts
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