Amazon.com Inc MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:32.57% (-0.54%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 66 | ||
| 0.0405 | 14.72 | |
| 0.7673 | 88.81 | |
| 0.1341 | 18.24 | |
| 0.0094 | 1.26 | |
| 0.0129 | 2.17 | |
| 0.9859 | 138.10 |
Estimation Period:
May 16, 1997 to Feb 20, 2026
May 16, 1997 to Feb 20, 2026
News Impact Curve
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