CBOE Apple Volatility Index GJR-GARCH Volatility Analysis
Volatility prediction for Friday, March 27th, 2026
1 Day
99.56%
increased by 3.06%
1 Week
101.26%
increased by 4.76%
1 Month
104.75%
increased by 8.25%
Analysis last updated: Friday, March 27, 2026 at 11:36 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 11.71 | |
| 0.1608 | 11.65 | |
| 0.8118 | 87.86 | |
| -0.1608 | -11.37 |
Estimation Period:
Jan 7, 2011 to Mar 20, 2026
Jan 7, 2011 to Mar 20, 2026
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