CBOE Amazon Volatility Index GAS-GARCH Student T Volatility Analysis
Volatility prediction for Friday, May 1st, 2026
1 Day
134.68%
increased by 29.33%
1 Week
132.59%
increased by 27.24%
1 Month
128.29%
increased by 22.94%
Analysis last updated: Friday, May 1, 2026 at 11:30 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 61.1936 | 4.01 | |
| 0.1077 | 11.30 | |
| 0.8847 | 29.54 | |
| 2.6118 | 10.48 |
Estimation Period:
Jan 7, 2011 to Apr 24, 2026
Jan 7, 2011 to Apr 24, 2026
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