CBOE Apple Volatility Index GJR-GARCH Volatility Analysis
Volatility prediction for Tuesday, June 9th, 2026
1 Day
96.08%
decreased by 3.04%
1 Week
98.47%
decreased by 0.65%
1 Month
103.28%
increased by 4.16%
Analysis last updated: Tuesday, June 9, 2026 at 11:40 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 11.92 | |
| 0.1629 | 11.83 | |
| 0.8101 | 87.86 | |
| -0.1629 | -11.56 |
Estimation Period:
Jan 7, 2011 to Jun 5, 2026
Jan 7, 2011 to Jun 5, 2026
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