CBOE Amazon Volatility Index GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, January 23rd, 2026:111.31% (-3.53%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 5.00 | |
| 0.1353 | 4.15 | |
| 0.8439 | 46.21 | |
| -0.1353 | -4.04 |
Estimation Period:
Jan 7, 2011 to Jan 16, 2026
Jan 7, 2011 to Jan 16, 2026
News Impact Curve
Volatility Forecasts
Other CBOE Amazon Volatility Index Analyses
Other GJR-GARCH Analyses on Volatility Indices