CBOE Apple Volatility Index GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, January 20th, 2026:89.19% (-1.72%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 11.67 | |
| 0.1637 | 11.68 | |
| 0.8101 | 87.16 | |
| -0.1637 | -11.40 |
Estimation Period:
Jan 7, 2011 to Jan 16, 2026
Jan 7, 2011 to Jan 16, 2026
News Impact Curve
Volatility Forecasts
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