CBOE Amazon Volatility Index MF2-GARCH Volatility Analysis
Volatility prediction for Friday, May 1st, 2026
1 Day
120.88%
decreased by 15.72%
1 Week
117.21%
decreased by 19.39%
1 Month
114.89%
decreased by 21.71%
Analysis last updated: Friday, May 1, 2026 at 11:30 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 66 | ||
| 0.5074 | 25.19 | |
| 0.4187 | 21.94 | |
| -0.5000 | -24.56 | |
| 0.0812 | 0.27 | |
| 0.0097 | 0.78 | |
| 0.9891 | 84.53 |
Estimation Period:
Jan 7, 2011 to Apr 24, 2026
Jan 7, 2011 to Apr 24, 2026
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