CBOE Amazon Volatility Index MF2-GARCH Volatility Analysis
Volatility prediction for Friday, May 8th, 2026
1 Day
86.19%
decreased by 2.04%
1 Week
100.11%
increased by 11.88%
1 Month
110.33%
increased by 22.10%
Analysis last updated: Friday, May 8, 2026 at 11:36 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 66 | ||
| 0.5077 | 25.00 | |
| 0.4148 | 21.29 | |
| -0.5000 | -24.33 | |
| 0.0861 | 0.27 | |
| 0.0096 | 0.77 | |
| 0.9891 | 82.59 |
Estimation Period:
Jan 7, 2011 to May 1, 2026
Jan 7, 2011 to May 1, 2026
Other CBOE Amazon Volatility Index Analyses
Other MF2-GARCH Analyses on Volatility Indices