CBOE Apple Volatility Index GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, October 27th, 2025:90.22% (-1.85%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 11.46 | |
| 0.1627 | 11.51 | |
| 0.8115 | 87.38 | |
| -0.1627 | -11.23 |
Estimation Period:
Jan 7, 2011 to Oct 24, 2025
Jan 7, 2011 to Oct 24, 2025
News Impact Curve
Volatility Forecasts
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