CBOE Amazon Volatility Index GJR-GARCH Volatility Analysis
Volatility prediction for Friday, May 15th, 2026
1 Day
96.07%
decreased by 1.18%
1 Week
100.35%
increased by 3.10%
1 Month
109.75%
increased by 12.50%
Analysis last updated: Friday, May 15, 2026 at 11:34 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 5.06 | |
| 0.1408 | 4.30 | |
| 0.8428 | 47.50 | |
| -0.1408 | -4.19 |
Estimation Period:
Jan 7, 2011 to May 8, 2026
Jan 7, 2011 to May 8, 2026
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