CBOE Amazon Volatility Index GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:102.96% (-2.25%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 5.01 | |
| 0.1390 | 4.21 | |
| 0.8435 | 47.10 | |
| -0.1390 | -4.09 |
Estimation Period:
Jan 7, 2011 to Feb 6, 2026
Jan 7, 2011 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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