CBOE Amazon Volatility Index GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, March 13th, 2026:130.32% (+0.67%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 5.03 | |
| 0.1382 | 4.22 | |
| 0.8436 | 46.98 | |
| -0.1382 | -4.12 |
Estimation Period:
Jan 7, 2011 to Mar 6, 2026
Jan 7, 2011 to Mar 6, 2026
News Impact Curve
Volatility Forecasts
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