CBOE Amazon Volatility Index APARCH Volatility Analysis
Volatility prediction for Monday, April 20th, 2026
1 Day
85.65%
decreased by 5.62%
1 Week
101.42%
increased by 10.15%
1 Month
114.28%
increased by 23.01%
Analysis last updated: Monday, April 20, 2026 at 11:39 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0000 | 3.80 | |
| 0.1454 | 11.47 | |
| 0.5617 | 14.31 | |
| -0.6565 | -14.00 | |
| 0.5546 | 5.95 |
Estimation Period:
Jan 7, 2011 to Apr 17, 2026
Jan 7, 2011 to Apr 17, 2026
Other CBOE Amazon Volatility Index Analyses
Other APARCH Analyses on Volatility Indices