CBOE Apple Volatility Index MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, February 20th, 2026:109.18% (-9.13%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 66 | ||
| 0.2130 | 24.05 | |
| 0.7202 | 41.28 | |
| -0.2130 | -23.97 | |
| 0.9089 | 0.33 | |
| 0.0120 | 0.41 | |
| 0.9685 | 11.07 |
Estimation Period:
Jan 7, 2011 to Feb 13, 2026
Jan 7, 2011 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
Other CBOE Apple Volatility Index Analyses
Other MF2-GARCH Analyses on Volatility Indices