CBOE Apple Volatility Index GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, March 11th, 2026:100.00% (-3.77%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 11.71 | |
| 0.1610 | 11.65 | |
| 0.8117 | 87.83 | |
| -0.1610 | -11.37 |
Estimation Period:
Jan 7, 2011 to Mar 6, 2026
Jan 7, 2011 to Mar 6, 2026
News Impact Curve
Volatility Forecasts
Other CBOE Apple Volatility Index Analyses
Other GJR-GARCH Analyses on Volatility Indices