CBOE Amazon Volatility Index GAS-GARCH Student T Volatility Analysis
Volatility prediction for Friday, May 22nd, 2026
1 Day
93.54%
increased by 8.88%
1 Week
100.96%
increased by 16.30%
1 Month
114.25%
increased by 29.59%
Analysis last updated: Friday, May 22, 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 | |
|---|---|---|
| 62.0472 | 4.03 | |
| 0.1085 | 11.28 | |
| 0.8822 | 28.96 | |
| 2.5973 | 10.67 |
Estimation Period:
Jan 7, 2011 to May 15, 2026
Jan 7, 2011 to May 15, 2026
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