CBOE Amazon Volatility Index MF2-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 25th, 2026:89.24% (-10.55%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 66 | ||
| 0.5070 | 24.88 | |
| 0.4249 | 22.04 | |
| -0.5000 | -24.33 | |
| 0.0838 | 0.27 | |
| 0.0099 | 0.80 | |
| 0.9889 | 84.55 |
Estimation Period:
Jan 7, 2011 to Feb 20, 2026
Jan 7, 2011 to Feb 20, 2026
News Impact Curve
Volatility Forecasts
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