CBOE Amazon Volatility Index MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, November 24th, 2025:97.12% (-18.07%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 66 | ||
| 0.5076 | 24.54 | |
| 0.4249 | 21.71 | |
| -0.5000 | -23.94 | |
| 0.0839 | 0.27 | |
| 0.0098 | 0.79 | |
| 0.9890 | 85.01 |
Estimation Period:
Jan 7, 2011 to Nov 21, 2025
Jan 7, 2011 to Nov 21, 2025
News Impact Curve
Volatility Forecasts
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