CBOE Amazon Volatility Index MF2-GARCH Volatility Analysis
Volatility prediction for Friday, May 22nd, 2026
1 Day
85.45%
decreased by 1.18%
1 Week
99.37%
increased by 12.74%
1 Month
109.36%
increased by 22.73%
Analysis last updated: Friday, May 22, 2026 at 11:31 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 66 | ||
| 0.5074 | 24.95 | |
| 0.4159 | 21.35 | |
| -0.5000 | -24.31 | |
| 0.0811 | 0.26 | |
| 0.0096 | 0.77 | |
| 0.9891 | 84.14 |
Estimation Period:
Jan 7, 2011 to May 15, 2026
Jan 7, 2011 to May 15, 2026
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