CBOE Amazon Volatility Index Spline-GARCH Volatility Analysis
Volatility prediction for Thursday, June 11th, 2026
1 Day
79.35%
increased by 3.35%
1 Week
97.26%
increased by 21.26%
1 Month
104.90%
increased by 28.90%
Analysis last updated: Thursday, June 11, 2026 at 11:36 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1182 | 6.21 | |
| 0.4975 | 4.97 | |
| 0.0112 | 0.80 | |
| 0.1034 | 2.57 | |
| -0.1957 | -3.08 | |
| 0.1377 | 2.81 | |
| -0.0735 | -1.17 |
Estimation Period:
Jan 7, 2011 to Jun 5, 2026
Jan 7, 2011 to Jun 5, 2026
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