Amazon.com Inc EGARCH Volatility Analysis
Volatility prediction for Wednesday, June 10th, 2026
1 Day
35.49%
decreased by 0.61%
1 Week
35.86%
decreased by 0.24%
1 Month
37.35%
increased by 1.25%
Analysis last updated: Tuesday, June 9, 2026 at 09:15 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0199 | 12.48 | |
| 0.0775 | 18.49 | |
| 0.9941 | 2,378.26 | |
| -0.0165 | -3.74 |
Estimation Period:
May 16, 1997 to Jun 5, 2026
May 16, 1997 to Jun 5, 2026
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