Amazon.com Inc MF2-GARCH Volatility Analysis
Volatility prediction for Tuesday, May 26th, 2026
1 Day
29.15%
decreased by 0.46%
1 Week
30.39%
increased by 0.78%
1 Month
32.70%
increased by 3.09%
Analysis last updated: Friday, May 22, 2026 at 09:32 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 66 | ||
| 0.0400 | 14.73 | |
| 0.7695 | 89.62 | |
| 0.1333 | 18.32 | |
| 0.0092 | 1.26 | |
| 0.0129 | 2.19 | |
| 0.9859 | 139.99 |
Estimation Period:
May 16, 1997 to May 22, 2026
May 16, 1997 to May 22, 2026
Other MF2-GARCH Analyses on Equities