V-Lab
V-Lab
CBOE Apple Volatility Index GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, August 11th, 2025:88.15% (-0.65%)
Analysis last updated: Monday, August 11, 2025 at 11:38 AM UTC
Date Range:

from

to

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1Y ·

2Y ·

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10Y ·

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graph of CBOE Apple Volatility Index GJR-GARCH
paramt-stat
ω5.000011.24
α0.160111.37
β0.813887.44
γ-0.1601-11.07
Estimation Period:
Jan 7, 2011 to Aug 8, 2025
Impact of return on volatility tomorrow
Volatility Forecasts