CBOE Apple Volatility Index GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:108.65% (-5.38%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 11.73 | |
| 0.1634 | 11.74 | |
| 0.8109 | 87.94 | |
| -0.1634 | -11.46 |
Estimation Period:
Jan 7, 2011 to Feb 6, 2026
Jan 7, 2011 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other CBOE Apple Volatility Index Analyses
Other GJR-GARCH Analyses on Volatility Indices