CBOE Amazon Volatility Index MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, January 2nd, 2026:79.90% (-0.24%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 66 | ||
| 0.5074 | 24.52 | |
| 0.4301 | 22.17 | |
| -0.5000 | -23.98 | |
| 0.0785 | 0.25 | |
| 0.0104 | 0.84 | |
| 0.9884 | 84.99 |
Estimation Period:
Jan 7, 2011 to Dec 31, 2025
Jan 7, 2011 to Dec 31, 2025
News Impact Curve
Volatility Forecasts
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