CBOE Amazon Volatility Index GARCH Volatility Analysis
Volatility Prediction for Friday, February 20th, 2026:114.80% (-1.00%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 3.28 | |
| 0.0101 | 3.00 | |
| 0.8889 | 27.19 |
Estimation Period:
Jan 7, 2011 to Feb 13, 2026
Jan 7, 2011 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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