CBOE Apple Volatility Index Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 20th, 2026:95.36% (-5.95%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1930 | 7.77 | |
| 0.1271 | 4.45 | |
| 0.5822 | 6.27 | |
| 0.0339 | 1.92 | |
| -0.0593 | -2.14 | |
| 0.0492 | 1.83 |
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 Spline-GARCH Analyses on Volatility Indices