CBOE Amazon Volatility Index GAS-GARCH Student T Volatility Analysis
Volatility prediction for Monday, April 6th, 2026
1 Day
122.48%
decreased by 18.48%
1 Week
122.91%
decreased by 18.05%
1 Month
123.77%
decreased by 17.19%
Analysis last updated: Friday, April 3, 2026 at 11:37 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 61.5650 | 3.98 | |
| 0.1066 | 11.18 | |
| 0.8851 | 29.33 | |
| 2.6107 | 10.34 |
Estimation Period:
Jan 7, 2011 to Apr 2, 2026
Jan 7, 2011 to Apr 2, 2026
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