V-Lab
CBOE Apple Volatility Index GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, April 24th, 2024:89.67% (-1.73%)
Analysis last updated: Wednesday, April 24, 2024 at 11:30 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 10.72 | |
| 0.1657 | 10.73 | |
| 0.8117 | 79.75 | |
| -0.1657 | -10.45 |
Estimation Period:
Jan 7, 2011 to Apr 19, 2024
Jan 7, 2011 to Apr 19, 2024
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