CBOE Amazon Volatility Index Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:100.97% (-5.53%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1043 | 6.45 | |
| 0.4637 | 4.80 | |
| 0.0144 | 0.86 | |
| 0.1108 | 2.60 | |
| -0.2062 | -3.04 | |
| 0.1409 | 2.70 | |
| -0.0770 | -1.18 |
Estimation Period:
Jan 7, 2011 to Jan 30, 2026
Jan 7, 2011 to Jan 30, 2026
News Impact Curve
Volatility Forecasts
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