CBOE Amazon Volatility Index GAS-GARCH Student T Volatility Analysis
Volatility prediction for Monday, July 6th, 2026
1 Day
98.09%
decreased by 9.98%
1 Week
104.11%
decreased by 3.96%
1 Month
115.10%
increased by 7.03%
Analysis last updated: Friday, July 3, 2026 at 11:41 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 61.1750 | 4.09 | |
| 0.1085 | 11.31 | |
| 0.8817 | 29.35 | |
| 2.6076 | 10.58 |
Estimation Period:
Jan 7, 2011 to Jul 2, 2026
Jan 7, 2011 to Jul 2, 2026
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