CBOE Apple Volatility Index GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, December 5th, 2025:87.36% (-1.28%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 11.55 | |
| 0.1633 | 11.57 | |
| 0.8111 | 87.45 | |
| -0.1633 | -11.29 |
Estimation Period:
Jan 7, 2011 to Nov 28, 2025
Jan 7, 2011 to Nov 28, 2025
News Impact Curve
Volatility Forecasts
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