CBOE Apple Volatility Index GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, January 16th, 2026:91.00% (-2.08%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 11.67 | |
| 0.1633 | 11.63 | |
| 0.8105 | 87.33 | |
| -0.1633 | -11.36 |
Estimation Period:
Jan 7, 2011 to Jan 9, 2026
Jan 7, 2011 to Jan 9, 2026
News Impact Curve
Volatility Forecasts
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