V-Lab
CBOE Apple Volatility Index GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, December 20th, 2024:130.63% (-3.38%)
Analysis last updated: Friday, December 20, 2024 at 12:31 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 10.70 | |
| 0.1560 | 10.88 | |
| 0.8151 | 81.18 | |
| -0.1560 | -10.58 |
Estimation Period:
Jan 7, 2011 to Dec 13, 2024
Jan 7, 2011 to Dec 13, 2024
News Impact Curve
Volatility Forecasts
Other CBOE Apple Volatility Index Analyses