V-Lab
CBOE Apple Volatility Index GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, July 14th, 2025:93.43% (-2.30%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 11.13 | |
| 0.1577 | 11.25 | |
| 0.8152 | 87.47 | |
| -0.1577 | -10.93 |
Estimation Period:
Jan 7, 2011 to Jul 11, 2025
Jan 7, 2011 to Jul 11, 2025
News Impact Curve
Volatility Forecasts
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