CBOE Amazon Volatility Index GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 3rd, 2026:100.29% (-1.84%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 5.00 | |
| 0.1353 | 4.16 | |
| 0.8436 | 46.22 | |
| -0.1352 | -4.04 |
Estimation Period:
Jan 7, 2011 to Jan 30, 2026
Jan 7, 2011 to Jan 30, 2026
News Impact Curve
Volatility Forecasts
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