CBOE Amazon Volatility Index MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, January 16th, 2026:82.67% (-3.25%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 66 | ||
| 0.5079 | 24.78 | |
| 0.4177 | 21.50 | |
| -0.5000 | -24.11 | |
| 0.0841 | 0.27 | |
| 0.0098 | 0.78 | |
| 0.9889 | 83.17 |
Estimation Period:
Jan 7, 2011 to Jan 9, 2026
Jan 7, 2011 to Jan 9, 2026
News Impact Curve
Volatility Forecasts
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