CBOE Amazon Volatility Index Spline-GARCH Volatility Analysis
Volatility prediction for Friday, March 27th, 2026
1 Day
154.81%
increased by 65.23%
1 Week
131.98%
increased by 42.40%
1 Month
120.24%
increased by 30.66%
Analysis last updated: Friday, March 27, 2026 at 11:36 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0916 | 6.44 | |
| 0.4632 | 4.81 | |
| 0.0159 | 0.92 | |
| 0.1048 | 2.52 | |
| -0.1962 | -2.96 | |
| 0.1320 | 2.58 | |
| -0.0491 | -0.73 |
Estimation Period:
Jan 7, 2011 to Mar 20, 2026
Jan 7, 2011 to Mar 20, 2026
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