V-Lab
CBOE Apple Volatility Index GARCH Volatility Analysis
Volatility Prediction for Friday, April 26th, 2024:92.40% (-0.64%)
Analysis last updated: Friday, April 26, 2024 at 11:30 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 9.37 | |
| 0.0551 | 15.90 | |
| 0.8350 | 66.25 |
Estimation Period:
Jan 7, 2011 to Apr 19, 2024
Jan 7, 2011 to Apr 19, 2024
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