V-Lab
CBOE Apple Volatility Index GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, August 29th, 2025:85.50% (-0.74%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 11.33 | |
| 0.1615 | 11.45 | |
| 0.8129 | 87.47 | |
| -0.1615 | -11.16 |
Estimation Period:
Jan 7, 2011 to Aug 22, 2025
Jan 7, 2011 to Aug 22, 2025
News Impact Curve
Volatility Forecasts
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