CBOE Amazon Volatility Index GJR-GARCH Volatility Analysis
Volatility prediction for Tuesday, May 26th, 2026
1 Day
92.31%
decreased by 0.57%
1 Week
97.33%
increased by 4.45%
1 Month
108.20%
increased by 15.32%
Analysis last updated: Monday, May 25, 2026 at 11:39 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 5.08 | |
| 0.1424 | 4.33 | |
| 0.8419 | 47.62 | |
| -0.1424 | -4.22 |
Estimation Period:
Jan 7, 2011 to May 22, 2026
Jan 7, 2011 to May 22, 2026
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