CBOE Amazon Volatility Index MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, October 24th, 2025:81.57% (-0.86%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 66 | ||
| 0.5079 | 24.39 | |
| 0.4260 | 21.80 | |
| -0.5000 | -23.79 | |
| 0.0828 | 0.27 | |
| 0.0101 | 0.81 | |
| 0.9887 | 84.22 |
Estimation Period:
Jan 7, 2011 to Oct 17, 2025
Jan 7, 2011 to Oct 17, 2025
News Impact Curve
Volatility Forecasts
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