V-Lab
CBOE Apple Volatility Index EGARCH Volatility Analysis
Volatility Prediction for Wednesday, April 24th, 2024:119.59% (-2.43%)
Analysis last updated: Wednesday, April 24, 2024 at 11:30 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0407 | 0.91 | |
| -0.0034 | -1.65 | |
| 0.9881 | 128.65 | |
| 0.1350 | 30.87 |
Estimation Period:
Jan 7, 2011 to Apr 19, 2024
Jan 7, 2011 to Apr 19, 2024
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