Amazon.com Inc GARCH Volatility Analysis
Volatility prediction for Monday, June 15th, 2026
1 Day
31.78%
decreased by 0.13%
1 Week
31.86%
decreased by 0.05%
1 Month
32.17%
increased by 0.26%
Analysis last updated: Friday, June 12, 2026 at 10:50 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0208 | 7.42 | |
| 0.0172 | 18.84 | |
| 0.9802 | 893.48 |
Estimation Period:
May 16, 1997 to Jun 12, 2026
May 16, 1997 to Jun 12, 2026
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