CBOE Amazon Volatility Index MF2-GARCH Volatility Analysis
Volatility prediction for Friday, June 12th, 2026
1 Day
87.81%
decreased by 5.28%
1 Week
99.89%
increased by 6.80%
1 Month
108.25%
increased by 15.16%
Analysis last updated: Friday, June 12, 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 | |
|---|---|---|
| 66 | ||
| 0.5074 | 24.98 | |
| 0.4181 | 21.49 | |
| -0.5000 | -24.35 | |
| 0.0777 | 0.26 | |
| 0.0096 | 0.78 | |
| 0.9892 | 85.68 |
Estimation Period:
Jan 7, 2011 to Jun 5, 2026
Jan 7, 2011 to Jun 5, 2026
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