Amazon.com Inc GJR-GARCH Volatility Analysis
Volatility prediction for Wednesday, June 10th, 2026
1 Day
31.92%
decreased by 0.21%
1 Week
32.01%
decreased by 0.12%
1 Month
32.33%
increased by 0.20%
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 | |
|---|---|---|
| 0.0179 | 8.23 | |
| 0.0113 | 9.41 | |
| 0.9819 | 850.85 | |
| 0.0098 | 4.13 |
Estimation Period:
May 16, 1997 to Jun 5, 2026
May 16, 1997 to Jun 5, 2026
Other GJR-GARCH Analyses on Equities