CBOE Amazon Volatility Index MF2-GARCH Volatility Analysis
Volatility Prediction for Thursday, March 19th, 2026:104.98% (+19.53%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 66 | ||
| 0.5073 | 25.06 | |
| 0.4192 | 21.84 | |
| -0.5000 | -24.45 | |
| 0.0890 | 0.28 | |
| 0.0097 | 0.77 | |
| 0.9890 | 82.64 |
Estimation Period:
Jan 7, 2011 to Mar 13, 2026
Jan 7, 2011 to Mar 13, 2026
News Impact Curve
Volatility Forecasts
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