CBOE Amazon Volatility Index EGARCH Volatility Analysis
Volatility Prediction for Friday, March 20th, 2026:103.54% (-13.87%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.6904 | 9.81 | |
| 0.2995 | 16.40 | |
| 0.5710 | 14.15 | |
| 0.2120 | 10.37 |
Estimation Period:
Jan 7, 2011 to Mar 13, 2026
Jan 7, 2011 to Mar 13, 2026
News Impact Curve
Volatility Forecasts
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