CBOE Amazon Volatility Index GARCH Volatility Analysis
Volatility prediction for Thursday, May 21st, 2026
1 Day
110.57%
decreased by 0.43%
1 Week
110.77%
decreased by 0.23%
1 Month
111.22%
increased by 0.22%
Analysis last updated: Thursday, May 21, 2026 at 11:40 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 3.10 | |
| 0.0094 | 2.82 | |
| 0.8896 | 25.84 |
Estimation Period:
Jan 7, 2011 to May 15, 2026
Jan 7, 2011 to May 15, 2026
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