CBOE Amazon Volatility Index MF2-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:83.69% (-4.27%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 66 | ||
| 0.5078 | 24.91 | |
| 0.4235 | 21.96 | |
| -0.5000 | -24.26 | |
| 0.0868 | 0.28 | |
| 0.0098 | 0.79 | |
| 0.9889 | 84.26 |
Estimation Period:
Jan 7, 2011 to Feb 6, 2026
Jan 7, 2011 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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