CBOE Amazon Volatility Index MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, January 23rd, 2026:89.83% (-12.52%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 66 | ||
| 0.5080 | 24.80 | |
| 0.4164 | 21.47 | |
| -0.5000 | -24.12 | |
| 0.0826 | 0.26 | |
| 0.0099 | 0.79 | |
| 0.9889 | 82.80 |
Estimation Period:
Jan 7, 2011 to Jan 16, 2026
Jan 7, 2011 to Jan 16, 2026
News Impact Curve
Volatility Forecasts
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