Amazon.com Inc GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:35.21% (+0.12%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0183 | 8.34 | |
| 0.0115 | 9.44 | |
| 0.9817 | 847.79 | |
| 0.0099 | 4.07 |
Estimation Period:
May 16, 1997 to Feb 6, 2026
May 16, 1997 to Feb 6, 2026
News Impact Curve
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