CBOE Apple Volatility Index Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 19th, 2026:95.34% (-8.96%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1773 | 7.76 | |
| 0.1244 | 4.41 | |
| 0.5885 | 6.31 | |
| 0.0299 | 1.79 | |
| -0.0500 | -2.04 | |
| 0.0299 | 2.21 |
Estimation Period:
Jan 7, 2011 to Feb 13, 2026
Jan 7, 2011 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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