V-Lab
CBOE Apple Volatility Index GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, June 30th, 2025:98.40% (-0.19%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 11.14 | |
| 0.1580 | 11.26 | |
| 0.8153 | 87.69 | |
| -0.1580 | -10.95 |
Estimation Period:
Jan 7, 2011 to Jun 27, 2025
Jan 7, 2011 to Jun 27, 2025
News Impact Curve
Volatility Forecasts
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