CBOE Apple Volatility Index GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 19th, 2026:125.28% (-8.10%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 11.73 | |
| 0.1628 | 11.72 | |
| 0.8113 | 88.16 | |
| -0.1628 | -11.44 |
Estimation Period:
Jan 7, 2011 to Feb 13, 2026
Jan 7, 2011 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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