V-Lab
CBOE Apple Volatility Index GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, January 21st, 2025:129.49% (-8.37%)
Analysis last updated: Monday, January 20, 2025 at 12:32 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 10.75 | |
| 0.1548 | 10.86 | |
| 0.8159 | 81.85 | |
| -0.1548 | -10.57 |
Estimation Period:
Jan 7, 2011 to Jan 17, 2025
Jan 7, 2011 to Jan 17, 2025
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