Amazon.com Inc GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:34.40% (+0.03%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0182 | 8.34 | |
| 0.0115 | 9.44 | |
| 0.9818 | 850.04 | |
| 0.0098 | 4.04 |
Estimation Period:
May 16, 1997 to Feb 20, 2026
May 16, 1997 to Feb 20, 2026
News Impact Curve
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