Amazon.com Inc GJR-GARCH Volatility Analysis
Volatility prediction for Monday, June 15th, 2026
1 Day
32.02%
decreased by 0.10%
1 Week
32.10%
decreased by 0.02%
1 Month
32.42%
increased by 0.30%
Analysis last updated: Friday, June 12, 2026 at 10:51 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0178 | 8.21 | |
| 0.0113 | 9.41 | |
| 0.9819 | 851.60 | |
| 0.0098 | 4.12 |
Estimation Period:
May 16, 1997 to Jun 12, 2026
May 16, 1997 to Jun 12, 2026
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