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	param	t-stat
$ω$	5.0000	4.99
$α$	0.1360	4.16
$β$	0.8439	46.33
$γ$	-0.1360	-4.05

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CBOE Amazon Volatility Index GJR-GARCH Volatility Analysis

Volatility Prediction for Friday, January 16th, 2026:113.85% (-3.82%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other CBOE Amazon Volatility Index Analyses