CBOE Apple Volatility Index GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, November 14th, 2025:98.88% (+10.88%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 11.51 | |
| 0.1630 | 11.54 | |
| 0.8113 | 87.37 | |
| -0.1630 | -11.26 |
Estimation Period:
Jan 7, 2011 to Nov 7, 2025
Jan 7, 2011 to Nov 7, 2025
News Impact Curve
Volatility Forecasts
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