CBOE Amazon Volatility Index GAS-GARCH Student T Volatility Analysis
Volatility prediction for Friday, June 12th, 2026
1 Day
111.75%
decreased by 8.23%
1 Week
114.59%
decreased by 5.39%
1 Month
120.03%
increased by 0.05%
Analysis last updated: Friday, June 12, 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 | |
|---|---|---|
| 61.7378 | 4.07 | |
| 0.1091 | 11.34 | |
| 0.8820 | 29.28 | |
| 2.6036 | 10.69 |
Estimation Period:
Jan 7, 2011 to Jun 5, 2026
Jan 7, 2011 to Jun 5, 2026
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