CBOE Apple Volatility Index GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:113.98% (-0.02%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 11.71 | |
| 0.1629 | 11.70 | |
| 0.8110 | 87.79 | |
| -0.1629 | -11.42 |
Estimation Period:
Jan 7, 2011 to Jan 30, 2026
Jan 7, 2011 to Jan 30, 2026
News Impact Curve
Volatility Forecasts
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