CBOE Amazon Volatility Index MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, October 13th, 2025:152.44% (+67.55%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 66 | ||
| 0.5078 | 24.34 | |
| 0.4274 | 21.82 | |
| -0.5000 | -23.75 | |
| 0.0831 | 0.27 | |
| 0.0100 | 0.81 | |
| 0.9888 | 84.76 |
Estimation Period:
Jan 7, 2011 to Oct 10, 2025
Jan 7, 2011 to Oct 10, 2025
News Impact Curve
Volatility Forecasts
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