CBOE Apple Volatility Index GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, December 26th, 2025:85.40% (-0.91%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 11.65 | |
| 0.1650 | 11.66 | |
| 0.8099 | 87.34 | |
| -0.1650 | -11.39 |
Estimation Period:
Jan 7, 2011 to Dec 24, 2025
Jan 7, 2011 to Dec 24, 2025
News Impact Curve
Volatility Forecasts
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