Amazon.com Inc GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:34.95% (-0.24%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0182 | 8.34 | |
| 0.0115 | 9.44 | |
| 0.9818 | 849.29 | |
| 0.0098 | 4.05 |
Estimation Period:
May 16, 1997 to Feb 13, 2026
May 16, 1997 to Feb 13, 2026
News Impact Curve
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