Amazon.com Inc EGARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:37.04% (+0.30%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0202 | 12.85 | |
| 0.0780 | 18.61 | |
| 0.9940 | 2,378.06 | |
| -0.0163 | -3.67 |
Estimation Period:
May 16, 1997 to Feb 20, 2026
May 16, 1997 to Feb 20, 2026
News Impact Curve
Volatility Forecasts
Other EGARCH Analyses on Equities